In my opinion it's all the same because stablecoins and USD have the same nature and secondly they are centralized and we also don't have full control over our assets remember not your keys not your coins if you want to have full control over our coins maybe you have to store bitcoins in cold Our own wallet is more cross-border and easy to carry anywhere and just remember our own phrases remember there is no responsibility if our cassette is lost in the world of crypto currency
When you convert an asset to stablecoin, you choose a parental company that has an asset value equivalent to 1:1 ratio of USD. If you chose USDT, it means you converted your asset to a USD but can only be convertible with tether company in physical form or you can convert to fiat with anothrt person that want the USDT. In addition, converting your asset to any stablecoin, it means that any day it depeg, your equivalent will depeg too but when if you live it in USD, it will stay that way except if US Dollar lose power when there is inflation.
How, it's not all company that suppurt USD, only few like Bittrex exchange allow you do that but to me, it's riskier because you can't tell if the exchange has a fiat to back up the asset you have on the exchange. It's good to withdraw your coins from exchange because as long as you don't have the private keys, then they are not your coins.