Digi radios come in a variety of antenna options. The options that allow you to connect an external antenna are RPSMA, MMCX, and U.FL.
RPSMA is the more traditional antenna connector, however if the radio is going to be inside of an enclosure, the radio would need to be located near the edge to allow the connector to pass through an available bulkhead.
MMCX and U.FL are essentially the same, they are small connections that are meant to be used with a pigtail. A pigtail is simply a short (4-6 inch) extension cable that converts from U.FL/MMCX to RPSMA. The RPSMA connector would then attach to a bulkhead. These options allow you to mount the radio away from the edge of the enclosure in your product and be more centrally located. U.FL is very fragile and is not designed for multiple insertions without a specialized tool to separate the pigtail without damaging the connector.
All Digi radios with antenna connectors have less than 0.1dB loss;
nothing is considered "better" than the other in terms of reliability or
insertion loss. Also please note that RF module specifications
(e.g. -110dBm receiver sensitivity, +30dBm tx power, etc.) already include
any insertion loss due to the soldered RF connector.