Both coc.nvim and the built in LSP implementation use basically the same Language Servers, so whatever updates happen to the server will benefit either approach.
However, coc.nvim DOES have a large community that has built a neatly packaged LSP client framework (and many other tie-ins like completion, snippets, formatting, and things like auto-pairs) that is a much more cohesive experience. The built in LSP is best at providing a solid baseline client for those language servers if you really want to tweak everything to exactly how you want it.
If you like that approach where you don't want to configure everything yourself, coc.nvim is probably the "superior" approach for you.
If you have ever said the word "bloat" unironically on your computer with 64G of RAM, built in might be for you.