I feel that sticking to skin is less risky, is somewhat more secure, won't move around with the clothing, and much less likely to be seen my camera (always a concern for me)
On the flip side.... some actors might not like the temporary pain from pulling the tape off them at the end of the day. (and of course if you use weak tape that easily comes off, you constantly have to be on guard to be jump in to mess around fixing a loose lav) Even if they might not complain in the moment, or say "it is no big deal", you can't but help wonder if secretly they're hating you for you and might bad mouth you in the future? Which then comes back to bite you in being overlooked for future work.
Of course if they've got an underlayer, you can stick the lav to that instead. (best compromise of both worlds??)