The stats fill different roles. Hp/ac make you straight up tankier. Dex and agi are more about speeding up levelling some of your melee skills*.
The dex/agi will help a little for normal fights if you use procs or crits, or if you are close to a threshold for getting an avoidance boost (75 agi is the big one).
In the vast majority of situations I imagine hp/ac will be better.
*its a flawed implementation as most levels are so long your skills will be maxed by the time you ding regardless of stats.
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