An MHTML archive stores a captured page, not a live website
MHTML can package a webpage with resources such as images into one archived file. It may not include content that was loaded later, hidden behind an interaction, or available only after a session. The PDF represents the archive that can be rendered now.
For an evidentiary or compliance record, preserve the original MHTML file and document when and how it was captured. A PDF can be easier to annotate, but it does not establish that the captured page was complete or authentic.