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Detectable difference in experience obviously depends on what you use the device for, but there’s a lot more thought in, and real estate/power budget for, the antenna array in something like the aforementioned Mikrotik box as opposed to the average afterthought-with-a-pigtail in a SFF PC or bit-of-string dipole poking out of a USB dongle.
If I was looking to buy a WLAN adapter for a stationary device with an Ethernet port, a discrete station is a no-brainer imo.
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I'm sure it will be a little bit better, but for most circumstances a dinky little USB dongle is going to have more bandwidth over WiFi than the router has over the incoming wire, so it's moot. You don't hear a lot of complaints from people using the mini radios in their phones to connect to the domestic WiFi after all.
a WLAN adapter for a stationary device with an Ethernet port
My stationary devices with Ethernet ports are wired into the router, that for me is the no-brainer 🙂
FTFY 🙂