OK, why not buy both?
I have both on my G0709 Grizzly 14x40 and use the DRO quite a bit. I have used the taper attachment for maybe 4 jobs over the last 2 years. Naturally, the use depends on your jobs. I had a Rockwell 10 x 36 lathe with a taper attachment and used it quick a bit for a project, turned out close to 1000 parts for a job.
If I had to choose, I'd go with the DRO. For me it's a lot easier than doing the math for hitting a radius and really nice when cutting a shoulder to depth. Lots easier than running an indicator against the carriage. That being said, I can't recall ever using my DRO for single point threading. I typically zero the compound, then turn the cross feed until it touches and zero it out.
Bruce