The Black star is the most useful of the two given how many bandits we have in this game, but later on Soul gems start dropping like rain so its not really needed.
From an RP perspective you have to ask yourself if you really want to screw over Azura one of the very few Good Deadra out there, or to side with the shady mage exiled from the college who let a colleague of his kill multiple students in his desire for immortality.
because I was a fan of morrowind I just really cannot bring myself to screw over Azura, she hasn't done anything to really deserve it.
I know im a big fan of morrowind and azura always has a place in my heart because of it. But after reading the Elder scrolls books, and see how Sul gets imprisoned by azura in her realm for 30 some odd years just because he was one of azura's chosen made me lose a lot of respect for azura.
Sure, sul was the cause of the Red Year, but its not like azura was keeping him for punishment, she was keeping him because he was her favourite play thing.
Its just as the high elf says about her, she disregards peoples lives just for petty revenge or something even worse. His friend gets driven mad to murder multiple students at the college, all because azura wanted revenge on him, doesnt matter about all the people's lives who were stomped along the way, as long as she got her revenge.
Also, i like the RP value of saying [censored] you to azura. And Im sure the Dragonborn is blessed by the gods enough that hes got a place for himself in the after life where he'd be unreachable by azura.