Personally, almost all of my roleplays are done on the forum threads. Forums have very minor differences, the post count at the side is kind of nice, though doesn't really have any viable applications I can think of, I like how the box is wider than on PM's but that's entirely visual. My favourite thing about it is honestly the 'watched' tab at the top of the forum. Clicking that I get a full list of threads I'm watching, which amounts to my intro, my request threads and then just all my roleplays. It's very, very easy to see all of my roleplays at once, when they were last posted on and by whom, the top one is the one that was posted in most recently. In PM's, roleplays get mixed with other conversations unless you organise them differently, and I just feel it's easier on threads. I like how it's easy for prospective partners to see a very real example of how I post too, several of them based on different partners, and make up their mind without a cherry picked 'writing sample' or just taking it on faith. It feels more upfront to me.
I don't mind people being able to see my roleplays though, which I know is a big deal for some. Most of the time it doesn't even feel like anybody is reading anyway but I have gotten messages from people who just enjoyed reading some of my stories and wanted to write with me, and just people that wanted to tell me they liked them, which honestly...feels kinda nice.