It really depends on the use case. These “shoot” the heat directly onto the surface, instead of heating the air and pushing that air in a direction.
If you’re standing under them for long periods of time, they’ll (generally) be a better option in a cold environment, since it’s directly heating you instead of the air.
But if you’re just walking under them for a moment, or if it is meant to be a kind of “heat boundary”, heated air is going to be the better option.