Some of this is based on my experience with the TS80P specifically, I don’t know if everything holds true for other ones.
Pros: You can adjust the temp. They heat up in seconds. You can swap the tips on some models without waiting for it to cool down fully. You can power them with a battery pack for when an outlet is too far away or unavailable. There is a boost function button that allows you to have a second higher temp(has to be set beforehand) that you can jump to if needed. So you can set the default at 250c and then have 350c as the boost.
Cons: You need the right A/C adapter or battery bank that can output 12v@3amp and some USB cables do not play nice with them. Some of the PD/QC adapters can only do 9v and 15v, no 12v. You can use it at 9v, but the temperature will be too low to use anything but low temp solder.
IronOS refines everything and allows for more settings to be tweaked so you can set up the iron to suit your needs better.
In America you MIGHT need to show ID for age verification purposes in most states when purchasing gunpowder.
There is no country wide law requiring a permit to purchase everything you need to make bullets.
The exception might be buying a large amount(like 50lbs) but low pounds(<10lbs) is legal without a permit.