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Performance wise, there is no reason to worry about it one way or the other unless you have a specific need for the sealed first stage. The only real differences will be for the technician when he/she services your equipment.
There are no real disadvantages only advantages.
No. 1 They help keep a 1st stage from freezing up in cold water.
No. 2 They keep sand, gunk, muck, salt and other stuff from getting in to the hard to rinse out areas of the reg.
The only disadvantage that I know of is the regs that use christolube and not a diaphragm for sealing is that the service techs find the christolube to be a pain to deal with when they service the reg.