I use both gas and coke forges (well, and proper old fashioned charcoal with bellows when teaching/demonstrating) and each has it's up side and down side.
Gas is the easiest to learn with because it is much more difficult to burn the metal during heating and because you can see what you are doing (it isn't buried!). Gas is also less dusty and you don't need a power supply if you use naturally aspirated burner. If you are making a production run of things, then you can safely have several pieces of metal heating up side by side as you cycle through them. BUT, Gas is noisier (stood next to a jet engine all day), much hotter to stand next to so you have to use tongs or a very long bar to hold on to. It also heats everything evenly, which can be great for even heats over a uniform surface/volume (such as a billet) but also means that if you need to heat the thicker section of say an axe head, then the thin edge will be losing metal in the form of scale fo ages as the lump gets warmed through. Also, you can only make whatever shapes and sizes of work as will physically fit through the door and into the forge chamber. So forget hooked blades like sickles, large axes, large scrolls, etc.
Coke is dusty, has clinkers to contend with and that you will need to learn fire control (which does come quite quickly). BUT, you can adjust the size of fire to suit the work and if the work is too big to heat then wiggle it around and it is fine. You can locally heat an area of just a couple of inches by adjusting where in the fire you stick the thicker section of metal. You can with practice have several irons in the fire, just put them into a warming area rather than a heating area in the fire and then relocate when needed. Coke forges are more durable as you can't so easily catch and destroy the lining. Flux if welding doesn't dissolve the lining as it does with gas forges. Because you can get things hot fast, you get less scaling and thus less material and carbon loss from the steel (though you can adjust a gas forge to help a little there too). My coke forges are much quieter, but that is down to the type of blower you have or where you stick it.
So, really, neither is BETTER but each has benefits to making tools. I've taught people to use both, either upon request so that they could see which they liked most before setting themselves up, or because the item/student would benefit from one type or the other. Normally I use coke to teach in the main workshop because people always prefer to forge with proper fire, but pattern welding I prefer to use gas and when I had a blind man on a course I used it then too.