Altium off sheet connector vs net vs ports
A net is a connection name. If you have a signal on one side of your schematic with a net name of "SIG_A" and you have another net name of "SIG_A" on the other side. Those two nets are connected. It's as if there is a wire that ties them together. Nets tend to be local to a schematic (unless you are using a power net - which MAY be global).

An offsheet connector allows connections to be made horizontally. What this means is if you have a large design that can't fit into one page cleanly, you can use off sheet connectors to "continue" your signals to another sheet (but on the same level). It's almost like an extension of the same sheet.

Ports allows connectors to be made vertically. What this means is that you can create sheet symbols that represent your sheet, and connect them together via ports.

I tend to use a multi hierarchical design because allows me to see how circuit sections or typologies are connected together and so I tend to favor ports. But on large designs, I use off-sheet connectors as well.