Personally, I find that once you have some Bluetooth proxies you don’t need an interface on the server, but you can always get a cheap dongle for under $10 if you find that you need it. Note the newer Pi5 doesn’t use mini-UART so doesn’t require disabling Bluetooth for enabling GPIO UART.
That doc page is old enough that it still says 800LR is not supported, even though it has been for over a year now. So I wouldn’t take the lack of mention as a non-endorsement.
The main advantages of the GPIO module are usage in situations where you have GPIO pins instead of usb ports. USB3.0 ports in particular are known to cause RF interference with 2.4ghz dongles (Zwave interference is less documented), hence extension cables are common. Another interesting use case is when you need to locate the Zwave controller somewhere else from your HA server, you can add an esp32 to make a Zwave serial-over-IP proxy.