Curing the rock in the tank will usually get your biological filter going due to the die off on the rocks from transport. Depending on how much die off the rocks have this can cause an excess ( much more than is needed to cycle the tank) of decaying organics, which may result in high nitrates that will need to be dealt with before adding delicate corals or fish.
I prefer to cure in a tub, partly because it is easier to control the light that the rock will be exposed to in a tub, which limits nuisance algae growth. It is also usually much cheaper because the tubs usually hold less water and large water changes are often necessary if there is much die off. Another pro of tub curing is that any unwanted critters are MUCH easier to remove.