Granted, I'm not OP you're replying to, but given the option of a full grand physical set show scene and grand "'screenz'", there is zero comparison for me. I'm not saying I'm completely against screens in rides, in fact I'm all for them (like for a cool backdrop instead of say just a mural), but they aren't nearly as exciting or immersive for me.
Take the Haunted Mansion, and specifically the ballroom scene for example. Would that scene be nearly as great as it is if it was a giant screen that showed dancing ghosts? Surely, one would think that, before this effect was used, how could you realistically create live ghosts in front of you without some sort of movie? I liked it when the easier way wasn't taken and the impossible was challenged
(yes I know this was just one example, and some things genuinely are either better/make more sense with screens, but my point is just that generally physical sets and innovative show scenes are much better IMO)