Speed. CDATA is significantly slower than the SAC ODBC driver. We used both for a while, and the performance of CDATA is not even close. However, CDATA does have the slight advantage of being able to query a saved search by id, and of being able to Insert & Update data.
But even then, I'd still use SuiteAnalytics Connect ODBC for data retrieval, especially if dealing with more than a few hundred records.
Ultimately, we abandoned CDATA and use web service for inserts and updates instead, as CDATA consistently struggled to insert data in reasonable amounts of time.