I'm not a chess engine guy, but I've talked to some, and, from what I recall, there is a very interesting difference between an engine like Leela Chess Zero (lc0) and Stockfish. Stockfish internally calculates in centipawns while lc0 calculates in WDL's. Stockfish has a model they use that converts their centipawn calculation to WDL's, but it's not _really_ WDL of the position, it's just their estimate of it according to a probabilistic model. Same in reverse applies to lc0. Why I find this interesting is that it shows how they come from different generations, with Stockfish representing the old deterministic style with deep search, and lc0 being directly inspired by Alpha Zero and the new generation of engines based on neural nets. Stockfish has by now adopted the best of both worlds (deep search with a small neural net) and is the better for it, but I still think the developers of both engines banter over who is really producing the True WDL numbers for a given position.

For my part, I find that WDL is more amendable to interpretation. Being up 5 pawns worth of material sort of makes sense, but being told you have a 95% chance of winning makes more sense to me at first blush.