Vlad There are a few GUI apps that have Homebrew casks available. It's not too common, though.
I'd personally prefer the DMG for simplicity's sake. I think the main benefits to a homebrew cask is checking for, then installing, any dependencies. For example if an app requires ffmpeg, the cask can make sure that ffmpeg is installed before it downloads the app and adds it to the applications folder, meaning there's no need for an installer and no need to ship every app file with ffmpeg. I might be wrong on this, though. It also assists the end user by automating the process of opening the DMG, dragging to the applications folder, then unmounting and deleting the DMG.
That being said, I don't think Orion needs a homebrew cask- but it would be a "nice to have", if it's not too difficult.