Dispensing with the aesthetics first, there is no real reason for either method to look “neater” than the other, but you see very little of the boiler itself on the completed locomotive anyway. Most is buried under the cladding.
The only major joint likely to be visible is that round the backhead, which is not usually clad on models, and there you could argue a TIG-welded joint being more realistic.
As you are purchasing the boiler, you can trust it whether assembled by silver-brazing or welding as it has to meet appropriate standards and be supplied with a test and conformity certificate.
So really the question is as crude as mere cost!