I would like to know if there is any advantage to install in the internal memory compared to the sd card.
All dependant on your hardware.
Some hardware runs sd card usb CE boot with very little noticeable speed variation.
I run 2 Vims with CE via good quality SD cards and Android TV eMMC without any annoying speed issues.
I would say it depends.
As far as I understand, when one experiences slowdowns of the inability to save files or changes to the system running when CoreELEC from an SD Card, it might be to ones “advantage” to install to internal.
The “disadvantage” of doing so would be that the original operating system will become unavailable, and the internal storage will be experiencing normal wear and tear,