I think you end up in very similar place either way. For most tasks, the Customer Insights connector works fine. I've had a few hiccups with it over the years with large record counts but all in all it's fine. You'll have each of the entities listed as a source and can quickly and easily do what you want.
If you are using BYODL the entities will also all be sitting in your lake, which gets you to nearly the same place. I've use Synapse Link for Dataverse quite a bit but not sure I follow on the distinction. In general it just is a means to push all your dynamics data into a lake and keeping it in Sync. Unless there's a specific use case you're thinking of I'd just generally use the PBI connector.
ONe thing to keep in mind.. there are a lot of 'what ifs' but the general models you build in PBI, with fact tables and dimension tables, you''ll ultimately use activities as the fact tables and customer as guests. Many to many relationships can be problematic depending on the structure and in a lot of cases, you'll already have created your measures in CI and the logic can be duplicative.
