I think it's harder to get haylage right. The centre of the bale, in particular, often seems to be so tighly compressed it squeezes out the moisture in the grass and starts to go mouldy even if the outside of the bale is OK. We had to have it made once, when unexpected rain was forecast, and stored the bales upright on pallets under cover with space around each one, but I take hay every time, given the choice.