IMO,

Dyno tunes are much safer,no risk of getting caught making passes on some random street,and it's in a contained area,where mechanical changes can be made as seemed fit by the tuner.

However,dyno's can't mimick real world conditions perfectly,load,humidity,AIT(air intake temp),could be significantly different once on the street.

Usually i've seen some tuners(not all),take a car off the dyno,then do a slight street tune just to make sure it's perfect.