My calculations have NiceHash as being equally profitable if it's within 8% of the profit we could get mining directly to a pool. That would include having your BTC mined straight to an exchange wallet in order to save on the extra transaction fees.... obviously if you want to keep your BTC that's not part of the equation for you.

After that theoretical 8% margin it's a matter of pure convenience and only the individual can determine how much the convenience factor is worth to them.