Cross-court means diagonal, down the line means straight along the sideline. The net sits at 91.4 cm in the middle — around 15 cm lower than at the posts — and the diagonal is a good metre longer.
Cross-court is not a matter of taste, it is geometry. Over the middle of the net you have a good hand's width more clearance than over the posts, and the diagonal gives you a good metre more court to land in — two safety margins in a single shot. On top of that, your recovery run back to the middle is shorter after a cross-court ball, so you defend the next shot from a better position. The most expensive amateur error is changing direction down the line from defence: there the ball crosses the highest part of the net over the shortest distance, so your margin shrinks twice over. Down the line is an attacking weapon, not a default. What many players miss: the same arithmetic holds in padel, which is why cross-court is the most common and safest choice there too — down the line is a surprise you ration.