On-diode reads the temp inside the chip and is more accurate.
In-socket thermistors are under the cpu and do not always contact the back of the chip at all- even if they do, they still are not that accurate.
External sensors are only truly accurate if you modify a heatsink or water block so that the sensor can directly contact the core of the cpu through the sink/block material.
I have gotten to know where my systems run well and where they are unstable: relative changes ON A SINGLE PC are fairly accurate and can show problems quickly.
Comparing temps between any two systems- even if they both use exactly the same components- is not really accurate. Each can easily vary by at least 1 or 2 degrees.
So take any comparisons with a grain of salt IMnsHO