I've used MS Graph directly (using MSGraphPSEssentials) for certain things where the AzureAD PS modules doesn't yet have a Cmdlet available. The gap is always closing, and I pretty much can now do everything with either the AzureAD / AzureADPreview module.
One thing I can't find documented is whether or not MS Graph throttling is a concern with either AzureAD/AzureADPreview. With direct MS Graph, I would batch my requests and follow the service limits to know how fast I can go. Is this necessary for the AzureAD modules? Or, do all of the Cmdlets automatically handled throttling (i.e. 429's)?
If it is handled automatically, I think that is an enticing reason to use the modules over going direct to MS Graph.