Hi,
The answer unfortunately is "It depends".
Not every procedure will execute within the LASR server which will mean that you will get either similar or even worse performance than using other library engines. Datastep has a number of limitations also.
On the plus side, procedures such as DS2 give you leverage for executing multi-threaded operations. Enterprise guide has a number of integrations available to allow you to upload, download and consume VA reports from within the E.G interface.
Ultimately it comes down to doing some testing to see if using the engine gives you expected benefits.
The following help doc is useful for evaluating.
https://support.sas.com/documentation/cdl/en/inmsref/70021/HTML/default/viewer.htm#n1mbrg04picus8n1b...
HTH.