What stays the same
Game content, server access and the Global service are the same. Choosing Steam does not place you on separate Steam-only servers.
What changes
Steam can start without linking a PURPLE account. Link accounts when you need to share character progress between the two launchers.
Which should you use?
Choose the launcher you prefer to maintain. If you already use Steam for your PC library, Steam is the simpler path. If you use other NCSOFT services through PURPLE, that launcher may be more convenient.