Personally, if I had a fully working and deeply involved system, I'd just stick with it.
But yes, there are a couple of small advantages to going with the Windows native format. Bootcamp assistant makes a hybrid GPT/MBR partition that is somewhat reckless IMHO because of a lot of partition managing software isn't aware of that and doesn't handle it properly. Native Windows EFI installer will put a real GPT partition on there with the main advantage being support for larger hard drives. EFI also has faster hardware recognition resulting in faster boot time.
I think if you have a PC graphics card without EFI flashed in, you can't use EFI boot for Windows, but I'm not certain. Maybe someone else can clear that up.
I'm curious, are your drives using AHCI or ATA drivers on your Windows BIOS install? In Windows 7, we got ATA drivers with a BIOS installation and AHCI drivers with an EFI installation. There was a big hairy procedure for switching from ATA to AHCI. But Windows 8.1/10 may have changed that.