It’s really dependent on the models and lighting settings. I personally have always seen generated lightmap UVs in Unity look much better. Unity creates lightmaps differently than how they would be created in external programs. So you’ll get more consistent results letting Unity create them, but this is just my opinion.
If creating your own results in much better results then go for it. Usually it’s also much easier to just check the box and get the same results versus manually creating them. Again this is really dependent on the work put into creating UVs and various settings for lighting used. For high end lighting and realistic results putting in the extra effort to create really clean looking UVs and models will win out.