Clamp on is using the screws to squeeze the gas block to hold onto the barrel. So the stress is on the screws. Depending who does it, some people tend to use generous amount of more permanent loctite. It is kinda a pain to work on later.
Set screw gas block is not using the screw to "squeeze" the gas block around the barrel. These gas blocks are usually made tightly fitted over the barrel already. The screw is there to prevent the gas block from rotating around the barrel (with dimpled barrel), when the barrel and gas block are contracting and expanding over the heating/cooling cycle, or got knocked mechanically.
Personally set screw ( with dimple on the barrel) gas block is much preferred over clamp on. if the set screw gas block is under handguard, it is pretty bomb proofed if installed correctly.
If the gas block is exposed outside of handguard ( especially a tall one incorporating front site), I will go for pinned gas block as much as possible. If it is just a low profile gas block, I think clamp on is ok. My personal MK12ish clone uses a clamp on.