Elena, I was in almost exactly this position when I moved to Portugal, and yes, it made a real difference to which route I could use. I'll describe mine, with the caveat that the details were specific to my country and passport.
As an employee, the route depended on the employer: their paperwork, their timing and, honestly, their willingness. As a freelancer, it depended on me: proof of income, contracts with clients, a registered activity, and the tax side from the first month. The freelance route gave me more freedom later, but the first application was much more work, and the evidence was harder to make convincing because freelance income isn't a neat monthly salary.
What I'd do in your position:
- ask the company which route they would support if you were employed, and how long their side takes
- read the official requirements for the self-employed route and check whether your client contracts would count as evidence
- think about what happens at renewal, not only the first application
The difference in take-home pay was small for me too. The difference in stress was not.