It's a nice hobby and an interesting challenge to overwinter chillies, and there are some advantages to having a few of your eggs in a different basket.
Especially if setting up an enclosure for your seedlings with good LED light and thermostatically controlled temp is a problem, (relying on good natural light is asking for trouble because an unexpected sunny day can bake the whole lot to mush in a few hours).
Not to mention the fact that there's never enough room inside, and overfilling it brings its own problems - like aphids that you may not notice (in your jungle).
All these propagator problems increase if you go away on a spring break, so you really need to add capillary watering and a good reservoir too.
All these systems increase the risk that something can fail while you're away.
However if you do get it right with seedlings then you can pretty much guarantee that they will overtake your overwintered plants*, and that makes the overwintering option pretty useless except as "insurance".
There is one massive exception, and that's C.pubescens (locoto/rocoto/manzano). These hardly ever sulk in spring - in fact they bound away so fast that I've never, ever seen a seedling catch up with them - no contest whatsoever.
PS * I would say it's almost impossible to give overwintered plants the same environment you give seedlings - no matter how much you bonsai them the pots are still BIG - and root pruning is very very risky on potted plants**. If I had a heated sunny indoor swimming pool on broad acres like some people then it would be a breeze, but I'd use it for growing the best Selenicereus cacti species instead (pitaya amarilla fruit are amazing - better than lychees, almost as good as mangosteen).
** I'd recommend that before you plant a chilli in a bed you should consider whether you might want to overwinter it - if you might, then plant it in a decent sized pot (just about suitable for its future bonsai) and plant that pot into the ground. Unless its holes are tiny the plant will have no problem sending its big roots out while keeping a good set of roots in the pot, and that makes it easier and much safer to root prune it when lifting in autumn.