I believe that while you can unsubscribe from the second, you'd not be able to unsubscribe from the first.
That would be a pretty important distinction. There is really nothing to be gained by wrapping it in an Action
in any case.
update
Okay, I think I misunderstood what you were doing. If the event is declared as
public event Action MyEvent;
then the two subscriptions are equivalent, the second being shorthand for the first.
There are actually other ways to add event handlers:
MyObject.MyEvent += delegate { MyEventHandler(); };
MyObject.MyEvent += () => MyEventHandler();
In these cases, you would not be able to unsubscribe. In these examples, the delegates are calling the handler method, but usually when employing this method it is to avoid having to create separate handler methods -- the handler code goes right in the anonymous method.