In general, using Heroes 5 as an example, it's difficult to compare scenarios with campaigns,
because the scenarios are no worse than the first ones.
But if we compare them as a form of storytelling, then the campaign undoubtedly leads. Only in it can you more accurately describe the world, develop the heroes and their actions, and create a more voluminous and believable plot.
A well-made campaign will give you more pleasure than a single scenario.