Is the simplest way just to include a stylesheet link to the plugin directory on my WP domain in my footer?
Are there any benefits to downloading the css to my project and importing it as a Global style? (Again, I’d then have to update it and rebuild the site if the plugin updates)
If the plugin is build properly you should at least be able to get the CSS from the head (using the head tags plugin & package).
Otherwise you have to link to the CSS/JS files manually, which you can do with the component.
The benefits of using CSS-in-JS is that React can decide when to enclose the CSS to the output, so it’s only there when actually needed. Using is nice, but adds a lot of overhead to each page, especially when including larger CSS files.
Personally I ignore CSS provided by plugins (if I use plugins at all) and always write my own specifically for the (custom) theme I’m using.
Although I also do that for normal WP projects.