The advantage of using Matroska is that it sounds bada$$
But really from what I know, for OBS Matroska (.mkv) has been great because it does survive if your computer shuts down half way through a recording. It saves the video in pieces basically. So for safety its been a good idea to record in .mkv and you can set OBS to automatically convert (remux) to .mp4 or whatever.
Fragmented .mp4 and Fragmented .mov seem to have been added recently to OBS. These have actually been around for a while though- since around 2000. They're just a version of .mp4/.mov that also will save segments of video at a time, effectively similar to .mkv so that if your power goes out you won't lose the whole video.
The additional benefit of Fragmented .mp4/.mov is that you can use them just like regular .mp4/.mov files and you don't have to remux for final use. So it's more convenient.
So unless you have a specific reason to use .mkv (its a container format that can do a lot), it's probably most bestest to use Fragmented .mp4 or .mov (if you for some reason want .mov). No more remuxing!