I come across these once a year or so on the net but when I need them I never can remember them because it's not so often that I need them
The main reason I prefer to kill via tmux rather than OpenSSH is because sometimes I'll be connected several sessions deep (eg via a Bastian / SSH jumpbox or tmux itself might be running remotely) so the tmux kill is easier than having to remember whether I need to ~. or ~~.
But ultimate there is no right nor wrong way to do things here, it's all just a question of preference and habit.