It does not matter which method you use (the difference is less than 1%), just choose one and use always that. If you primarily work with labelmaps (and use 3D surface for visualization only) then you may prefer labelmap based method; if you mainly work with surfaces then you may choose the volume computed from the generated surface.
There is also a difference in what volume the statistics is computed on. For example, closed surface statistics plugin reports the entire segment volume; Scalar volume statistics reports only the part that overlaps with the selected “Scalar volume”.
To calculate the volume of bone and lacuna space percentage,
for example if segment 1st segment with 700 - 1000 HU and the next segment on the exact same region with 300-500 HU and if i want to measure the volume of 1st and 2nd segment in a CT which volume should i use ?
Label map or the closed surface statistics volume would be better ?
It should not matter much as long as you consistently use the same method. If your workflow is primarily uses labelmaps then use labelmap-based metrics, if you mainly work with surface meshes then it may make more sense to use metrics computed from closed surface representation.