I have mechanical disc brakes on a mountain bike for many years, I like them. They stop quickly and modulate well.
I recently got a new bike with SRAM Red Axs and hydraulic brakes. I am not in love. I cannot get them to stop squealing. I did everything I read (proper bedding, cleaning, sandpaper, adjust ad nauseum. They are good out of the driveway and just into my ride.). It turns out that despite the proper 9.5 n-m torques adapter bolts, the caliper moves very quickly into a ride. I also do not care for the modulation of them.
I am sure I will eventually like them once I can figure out how to keep them from moving. I do not see any improvement over my mechanical discs in terms of stopping power although I have never tested that out.