At a basic level: no difference, just as Ron and Zac67 say: From the perspective "focused on the cable": no difference.
Buts just for one connection is there anything else to consider that
might make it the best option?
There might be: Internal device architecture. Devices that come with both RJ45 ports and SFP slots might have either set of ports wired differently internally, offering different capabilities and characteristics.
(thinking of a device like the Cisco 890 or the 1100 series routers)
A block of 4 or 8 RJ45 ports are connected to the devices switching ASIC, and they share one internal backplane uplink to the device's routing engine. At Layer 2, they're quite decent switching ports and can L2-forward at line rate, but they're limited in features (QoS, NAT, etc).
The SFP on the other hand slots/ports might be directly attached to the routing/L3 engine, might be based on quite different ethernet hardware (more like a computer's NIC) and while they have advanced features (QoS, NAT etc), throughput might be limited by the L3 engine's performance.
In short: Be sure to understand if and how the devices in question have different features/capabilities between their RJ45 and SFP ports.