For ATA both options will give you the same detections, in MDI the integrated one is by far better.
Yes, the Gateway when installed on the DC will consume significant resources, and it also supports less traffic compared to the standalone option in ATA.
While we have resource management protection that will ensure 15% free CPU and memory at all times (as long as the Gateway is the one holding the resources)
I suggest to run the sizing tool first, and see if it's applicable for the machine , if it will be supported traffic wise or if hardware spec will need to be bumped up.