Speaking in ballpark terms, the smallest knee mill weighs about twice that of the largest bench mill. For many people, that is a show-stopper. The design of some knee mills also have tendencies for problems with head nod. Also, depending on the design of the knee mill, rotating the head can cause alignment problems. Head nod on bench mill is easily adjusted by shimming the column. On a knee mill??? -Good luck.
A square column bench mill with DRO on the Z axis can also maintain the zero when changing tools.
Having worked on both, I prefer bench mills for most things. The table can be placed at a sane and comfortable height without having to lean over the machine all day.
In general, I don't think there is a clear yes or no answer as to which is better.
For gunsmith work, the yes answer goes to "bench mill". You won't be working on parts that need a crane to lift. The heaviest thing that might encounter is your rotary table. Gunsmith work does not lend itself to hogging off massive amounts of metal.
Ray