I’ve been playing a lot of Hades recently too and I make the decision early into each run.
If I get some early boons with good synergy, I keep it going and try for a complete run. If I’m struggling early I just focus on kitting on my home base. However, Hades balances that really well. Especially once you get upgrades that make things like Darkness (your basic permanent currency) also give you health when you pick it up. It helps split the difference between run based power or building up your permanent base of operations. I never truly feel like I’m significantly limiting myself on either side.