The only advantage of adjusting it in the speaker setup (you don't have to run Audyssey) is because it's technically the correct way to set it up. Setting the speaker levels incorrectly, then correcting it with the dialog adjustment can just be a little confusing. The result is the same.
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Ideally you would leave the dialog level adjustment at 0 and increase the level of the center speaker in the speaker setup by 6dB. But in the end, the result is the same.