One piece is more expensive and might have to be trimmed to fit your specific action. In theory, it's more relaible since it's a monolithic piece of steel and not 2-pieces stuck together. I've been TIG welding my PTG 2-piece bolts together. I test the handles with a bench vice and a rubber mallet and haven't had one fail yet. Of course, I'm not expecting to "go to war" with my hobby guns so I don't feel that one-piece is a requirement. You may have a different opinion/objective.
Usually, the "upgrade" of an aftermarket bolt is to tighten up tolerances, improve primary extraction cam or timing, or just change the bolt face or pin hole diameter. You can accomplish a lot of that with re-working the factory bolt, but at some point it becomes cost-effective to just get a new bolt.