In my case, the Mill/Drill came with MT3 after I was horrified by what the way that the Rodney milling attachment did to my Myford 7. Shook it like a terrier with a rat. maybe I was a bit heavy handed, but 0.020" cuts don't seem heavy to me!
The replacement lathe has a MT5 mandrel and came with MT5/MT3 sleeve, so I use MT3 for virtually everything, (even ex Myford days MT2 with a MT2/MT3 sleeve.
So standardisation/rationalisation was almost a no brainer.
Occasionally, I need to separate the ER25 chuck for use on the HV6 Rotary Table, so I made up a simple extractor.
If anything sticks in the Mill Drill, I also modded the top nut on the quill to allow me to use a screw extractor, rather than beating the bearings to death with a mallet. But if takes anything more than a light tap to release, you've overtightened things!
Ultimately, "you makes your choice and pays your money!" for what you believe will suit, and work best for, you.