Given that getting into the Dark Room is mostly a voluntary decision and there's much less items than in The Chest, is there any practical reason why one would choose going into the Dark Room?
Aside from being required to unlock items for characters/get achievements, the item pool of the chest is that of the sacrifice rooms, since all chests are red chests.
By choosing the Dark Room, you could potentially collect 3 Guppy items, become Guppy, and have an OP finish to your run.
Once you've unlocked everything, though, it's mostly a matter of preference. Personally I choose the Dark Room if I'm not overly powerful that particular run, because I'm not very good at the bullethell fight with Blue Baby (or Isaac).