It depends on lot's of factors, but normally it would be better to enqueue one stylesheet.css if all the less files are being compiled into one file. Note that it is very imported that they are concatenated into one file because from a page speed standpoint, @import from a CSS file should almost
never be used, as it can prevent stylesheets from being downloaded
concurrently.
Another difference is compiling is usually happening locally before you upload to the server, so it is quite obvious that this will be faster compared to loading the cache plugins etc. that will do the same for you.
That being said if you have a server running http/2 downloading a lot of tiny style sheets won’t matter, HTTP requests are cheap in the world of HTTP/2. So organizing your css-files according to the page-templates on which they will be used will be far better. You can then serve up only the code that the visitor needs. Basically what I'm trying to say is that you may not need any cache plugins if you are running on a http/2 server, but it will require that the files are compiled to css before uploading to the server.
There might be something more people want to add, but I think this should cover your question.