LWC page vs LWC link

When configuring AppGrid, you have a choice. You can create a LWC page which results in a Lightning page header being displayed. If you are creating a LWC that has multiple LWC components within it, then this is your only option. The downside of creating a LWC page is that Lightning displays a header that takes up significant page real-estate. The AppGrid images shown below are displaying in dark mode, which a new feature of AppGrid.

If AppGrid will be the only component on the page, then you can create a Lightning tab to display AppGrid. The advantage is that you will have more screen real estate to display AppGrid.