I'd say look into individual game industries and make your decision based on their styles. For example, with concept art, you don't really have to match the style of the game art and also your art will only be viewed by a limited amount of people (unless published). If you're comfortable with 'copying' art styles and work for a specific game (e.g. valorant has a very distinct style, such as league, basically each game has its own) then go for illustration.