Bookmarks (saved posts and comments) are usually associated to the account since there is support for it in Lemmy APIs (PUT /post/save and PUT /comment/save respectively) so even if you change client you should find them there.
The answer to your question is subjective, what I like about Lemmy is that there are many clients (web and mobile) so you can choose what you like the most, and many of them are even open source.