I use both rather regularly. They each have their merits. You can definitely have much deeper discussions on HF (or message boards in general) because of how threads are organized (how threads are organized are why I don't participate in Reddit, but I do read it sometimes). Having a deeper discussion about something on Discord is very difficult, unless it's a server or channel with very little activity, otherwise your attempt at typing more than a few sentences at a time will get drowned out, or an interesting topic will come up when you're not there and be long gone a few hours later.