Technically there is no security difference between the two methods.
It’s only a matter of preferences and the behavior depends of a single registry value.
Be prompted at the command line
Set the ConsolePrompting value to True
Set-ItemProperty "HKLM:\SOFTWARE\Microsoft\PowerShell\1\ShellIds" -Name "ConsolePrompting" -Value $True
Be prompted from a dialog box
Set the ConsolePrompting value to False or anything else than True.
Set-ItemProperty "HKLM:\SOFTWARE\Microsoft\PowerShell\1\ShellIds" -Name "ConsolePrompting" -Value $False
Or just remove the ConsolePrompting registry value to fall back to the default value which is False.
Remove-ItemProperty "HKLM:\SOFTWARE\Microsoft\PowerShell\1\ShellIds" -Name "ConsolePrompting"
Please note:
The ConsolePrompting registry entry works in some host programs, such as the Windows PowerShell console. It might not work in all host programs.