In either case you need a USB cable to connect the audio interface to the PC. Perhaps this cable was part of the package when you bought the Babyface?
Now, with method 1 you require a MIDI cable.
1. To connect my RME to my PC via USB cable, and then to connect my MP11SE to my RME via MIDI cable.That's an extra expense, and MIDI cables are not so common anymore. I paid around $10 for such a cable.
With method two you require a second MIDI cable.
2. To connect my RME to my PC via USB cable, and to connect my MP11SE to my PC via USB cable also.But they're cheap. (For me they're free because I've collected bunch of them over the years.)
So method two is a few buck cheaper.
Despite that I use method 1 because my piano requires the installation of Yamaha's MIDI/USB driver on the PC.
It's free and easy.
But ... on Windows XP the driver would fail to work after a sleep/wakeup cycle. I'd have to reboot to get it working again.
Maybe there exists an easier way to recover, but I never found one.
So I settled on method 2.
Does the driver-death still happen with Windows 10? I don't know.
Do you have a Yamaha piano? If not you won't even need that driver.
If you do have a Yamaha ... has Yamaha fixed that driver-death problem? I don't know.
Do newer Yamaha pianos require that MIDI/USB driver? I don't know.
But you have a Kawai piano. In that case the driver issue is moot. Use method 2.