Wild caught:
Pros-less likely to be inbreeding/ crossbreeding issues, you know they aren't hybrids, you know they were produced naturally
Cons: will not have been bred specifically for color as many LFS cories would have been, more susceptible to aquarium diseases, is impacting on wild population, fish will be used to large areas to swim in and being confined to a tank would be stressful, are not used to tanks, feeding could be an issue, more expensive
Captive bred:
Pros- will be bred for beauty, are used to a tank environment, will be hardier, easier to feed, their existence isn't impacting wild populations, cheaper
Cons- difficult to know where they came from, could have breeding issues or faults
for me I'd always choose captive bred but it's up to you tbh.