Actually it is recommended in the manual to use NRPN controls. However that does not make any sense, as none of the parameters are actually using higher values than 127. Not even NRPNs.
On the downside of using NRPNs, there is just the fact that midi CC is a single Midi message (3 Bytes) whereas NRPN is in correct manner 4 Midi Messages (12 Bytes). And that is actually increasing the overall bandwidth required to send messages. If you just send a single message, not a problem. If you send a lot of automation to the Synth - you get into constrains on how much you can send per second per parameter. Midi Bandwidth is extremly low compared to modern standards.