My experience:
Embergen is a wonderful tool. It's super-performant, has modern UI/UX and it produces fantastic results. While it's fun to use and play around, interoperability with other apps is quite cumbersome and error-prone.
Pyro is surprisingly performant as well, but it's not a looker in the viewport like Embergen. Final results are in the same league, though. Pyros huuuge benefit is being natively in the scene. Interaction with other objects is easily achieved and iterated upon. The overall believability of your scene improves much faster this way.
Personally, I was a huge Embergen-fan, but I haven't touched it anymore since Pyro blazed on stage 🙂