I prefer the lemo connector of the 4023s for several reasons.
When it's necessary to setup quickly, it is easier to carry the capsules in their mount and then pull the cables ends from their storage location. If you need to route cables through fabric, the lemo can pass though a smaller opening than the XLR or the capsule. Cables inevitably get tangled in the field during a difficult set-up; it's easier to untangle if you can detach the cables and leave the capsules in the mount. At some point we all need to get away from a situation and it's easier to save your capsules if you can detach them and sacrifice the cables.
The connector on the back of the 4023 capsule is very sturdy and makes a nice fit for the delrin rod mounts. It does not make the cable more stiff but it does extend the non-flexible part of the assembly. Past the lemo the cable is supple. I have never found the size or stiffness of the lemo connection to present a problem for the mounting options that I use. And although it is a bit longer than something like the AKxx+LC3 or MKx+KC, it is a much easier carry and set-up compared to the cable being fixed to capsule at the mount.
I have seen the 4021s but not the 4022s so I can't comment on how robust the cable exit is on that one. If I was going to get one of the fixed cable designs for use in various low profile mounts, I would be more interested in the side exit of the 4021s.