The legal and licensing differences between free zone and mainland are a question for your setup firm or lawyer, not a marketing call. What does matter for marketers: mainland licences generally give unrestricted access to sell across the UAE and into local government or B2B contracts, which can widen your addressable market and channel mix versus a free zone entity with more restricted local trading.
Whichever structure you choose, build your GTM plan around who you can actually sell to and where, then let the legal team confirm the structure supports it — not the other way around.