I think with braces is it the impossibility to take them off, there is no way. And if you have a palatal expander, if you have turned the screw, the pressure will be there, you can't get rid of it.
With retainers for me the best is the feeling of the acrylic plate in the palate, and the possibility to play with them. And the visibility of the labial bow is very nice.
I think a very strong feeling is with braces and bite plate, or with braces, herbst an both expanders.
But the cool thing on retainers is that you can keep them a long time, and if you like it, you put them in as much as you want.