Assuming the redirect is for a resource or page that does not exist then you are most probably better off using a redirect plugin, not .htaccess, in order to prioritise “normal site visitors” and not the redirected traffic.
With a redirect plugin, the redirect logic need only be processed for requests that would otherwise return a 404 (Not Found). ie. Late in the request. Yes, this is more work for the “redirect”, but less work for normal site visitors since a “normal” request does not even process the redirect logic. The fact that a “redirect” request takes a little more time does not matter.
If the redirect logic is in .htaccess then yes, the redirect happens quicker, but normal site visitors are impacted, since the .htaccess code is processed on every single request. (Note, “every single request” includes all your static resources, etc.)
For a few simple redirects the difference is most probably negligible. However, if you had 1000s of redirects (a large site migration for example) then using a redirect plugin (that executes late) becomes the only realistic option.