When it comes to sports devices specifically, the ANT+ protocols are generally more robust and better suited to the transmission of sports data (eg. the problems with transmission of dual sided power over BLE), and also support recording on multiple head units/devices
However, there is a fair bit of anecdotal evidence that ANT+ may be more susceptible to EMF interference in a typical domestic pain cave (eg. wifi routers, microwaves, etc) than Bluetooth.
Also, many phones/laptops that people use to run TrainerRoad/Zwift are Bluetooth only, so either you have to get an ANT+ dongle, or use Bluetooth. On the other hand, multiple streams of data (eg. speed, cadence, HR, etc) may exceed the number of available Bluetooth channels on the device, and if you want to capture all those streams of data, you may have to use ANT+.
My suggestion would be to try ANT+ first, but if you are having dropouts/interference, then try BLE.