MSI is better than NSIS because less risk of antivirus false positive and easier for sysadmins to install/deploy. But MSI is very complex, not easy to build and customize (because it is product of MS), so, NSIS is still default target for Windows.
Currently MSI supports only per-machine one-click installer (without auto-update support).
Maybe in the future MSI will be promoted to use instead of NSIS for some use cases (e.g. if you need only one-click per-machine setup without auto-updater, use MSI instead of NSIS).