Turning your phone into a mobile hotspot by sharing its data connection is an undeniably useful feature, but it does come with certain drawbacks when compared to using a dedicated mobile router.
I generally avoid hotel, shopping mall, and airport Wi-Fi. This is down to security and privacy reasons. Some public Wi-Fi providers require you to sign up for an account to use their network, and there’s the risk of data snooping.
As a result, I always use a mobile data connection when I’m out of the house. For quick outings, I’ll use my phone as a hotspot. But when I’m going to be out for a few hours, or I’m leaving for an overnight trip, I always use a mobile router instead.