Their numerical results with GPUs, compared to Gurobi, are quite impressive [1]. In my opinion (unless I'm missing something), the key benefits of their algorithms lie in the ability to leverage GPUs and the fact that there’s no need to store factorization in memory. However, if the goal is to solve a small problem on a CPU that fits comfortably in memory, there may be no need to use this approach.
[1] https://arxiv.org/pdf/2311.12180