Loki definitely would've been slightly better as a movie since it is a major part of Phase 4 and therefore more people would see it, but I think it's better as a show since that way we learn a lot more about the TVA and the slow approach of the show is what makes it so interesting.
However, I believe that the Falcon and the Winter Soldier should definitely have been a movie instead. For me personally, it felt like some moments were just fillers and most of the show just felt boring. As a movie, it could've been more action-packed, and since the show doesn't have much plot twists or cliffhangers (apart from maybe the part where they recruit Zemo), it would've been good as a movie.
But that's my opinion.
