Is it better to in games in the M1 steam app or via Windows 11 VM?

So I've taken the plunge to try a few games via steam on my M1 MBA. I don't have anything too intensive but in downloading the client I wondered for games that both support windows and mac (Intel) presumably it's better to run on Steam installed directly to the MacOS?

For games which are windows only obviously will need the Steam client in Windows 11 Arm (and hope they will run) but wondered if I will be effectively having two steam programmes installed...

M