I use both, occasionally.
I like the bass a bit thick, so most times I use Direct with a 3dB, 100Hz low shelf filter, when I can play louder.
Afterhours, I often use SDB with lower volume to lift the lows a bit more, like a loudness control.
I like SDB, though it's not very clear what it does. Supposedly it adapts to the signal to enhance the lows, in a dynamic manner.
I mostly use Spotify. Obviously there is the low boost, though S.M.S.L claims SDB restores the dynamics of compressed files, in general.
I am not aware how, neither I could find any further relative information.
Nevertheless, it's cool to have it.
Tone controls are also very useful to fine tune the differences of recordings, if you bother to.
On my computer as a source, I have parametric EQ filters, (EQAPO & Voicemeeter Banana), to do the fine tuning, so it's mostly Direct.
When I use other sources, SDB comes very handy!