Thank you for such a good question.
But I'm afraid there is no simple answer for it. Veeam MP provides you with data from Virtualization level of your infrastructure, which could mean for instance that VM is consuming 50% of allocated CPU, while inside VM, native MP could report about 100% cpu usage. This could happen if ESX cannot provide enough CPU resources to the VM (because other VMs are fighting for the same CPU, or VM is waiting for IO from datastore or some other operation is happening on the esx or storage). So sometimes it could be necessary to look inside the VM. Another Example: when you see that some VM creates huge disk IOPS, you have a choise: either move this VM to another dedicated storage device or to investigate what is happening inside the VM and if disk throughput of certain application should be investigated. For Memory it could be also very useful to have both, i.e. it could be highly dangerous for performance if your VM is experiencing memory swapping on ESX and inside the VM at the same time, the only way to track this is to have both monitors/counters enabled, inside the VM and in Veeam MP.
So, I think I would recommend you to have both enabled for a while, then you will discover if for certain VMs some internal counters can be disabled.
The only counter which is probably overlapping the SCOM agent inside the VM, is free % of virtual disk space. So, theoretically there is no need for such counter inside the VM.
Hope this helps.