Have there been any studies on which fly-by-wire pilot interface is preferred; rate control or direct control?
I have no study to refer to, but I expect the results to differ very much from group to group. 

For airline operations, I imagine the objective of the pilot is often to maintain a constant attitude, varied with a smooth transition to another attitude. This would be easy to achieve with the first option you describe. 

For military operations, I think a rapid feedback is desired. This aligns better with the seconds option you describe. 

When you would perform a study under pilots, the response you'll get will very likely be that they prefer whatever they are used to at the moment.