There's no reason to not use WUP-installed games, except some very uncommon and obscure modded games that were only distributed in loadiine format in the early days of the scene. Before WUP games were a thing, I dabbled with loadiine loading and it was a mess. Load times were enormous, compatibility was hit or miss, and it crashed a lot (and I used a very good SD card).
WUP is basically identical to the "legit" experience. No reason to not go with WUP installed.
If you are having issues with WUP installed games, your installer or hard drive has something wrong.