Soldering will always be better, Scotchloks are designed for a very tight range of wire sizes, blue being the most common one seen, intended for the size of wiring that is common in automotive situations, but there are red and yellow ones about for larger and smaller wires.
There are three basic problems.
If used on the wrong size wire, the connection can either 'grip' the wire too gently, if at all, or it can 'bite' into the wire and reduce the area of the through-wire, creating a hot joint and a bit of volt-drop.
You can also, subsequently, develop a bad joint as a result of corrosion of the exposed metal contact point.
The weight of the connector can also cause internal failures in the wires, due to fatigue from flapping about, should it be used in a mobile situation.
..and it is difficult, though not impossible, to undo a joint..