Except at a service center there's presumably the opportunity to replace the firmware chip or board if they brick it during the update whereas a bad OTA update leaves you little option.
OTOH I'd risk a bad OTA update 1% of the time if it meant avoiding the service center the other 99% of the time. And I'm sure a bad update is just a call and a tow away from a fix at a Tesla service center. Unless you're on a road-trip I guess.