OleDB is an old standard, and I think it should avoided now. ODBC drivers are now more efficients and updated on a regular basis.
In some very specific cases, I've seen usage of OleDB connectors instend of ODBC ones, but it was in 2016 for and old Oralce (in this example) database.
OLE DB is versatile, ODBC is cross-platform, and the native connector offers top integration if you're in a Microsoft environment. Pick what fits best.
