Not really a difference when it’s technically no easier than simply re-invoking the dialog. The benefit of running it on the full image and saving the output as a new layer is that you don’t have to incur the re-computation time to go back to a previous result.
Of course, if you think users are upset that the preview doesn’t match the output, wait until they have to wait 5 or 10 minutes just to get a preview to show up in the first place.