Utralinear uses a very specific point on the primary winding where the screen tap is placed in order to get the best linearity- in which case the linearity curve looks like any DHT triode.
For triode operation the load on the tube changes (usually has to be lowered) since the plate resistance of the tube decreases. The chances that the correct load is present for triode operation and the correct location of the screen taps is present at the same time seems unlikely- I would expect one or both to be a compromise.
So I don't think you can say with any accuracy that one or the other is better in some sort of general way. You'll simply have to listen and see for yourself. But if you like what you hear with the triode setting, I would consider getting an actual triode amp.