Printing on plastic, like everything, has pros and cons.
Its biggest pro is that plastic is incredibly resilient and waterproof, so if you're planning on taking these on a trek, plastic makes a lot of sense.
Its biggest con is price. Plastic is simply costlier than paper.
The third factor, which I personally feel is most important, is the feel of the stock. Plastic feels like plastic, and paper feels like paper. Neither pro nor con, but simply "how do you want your deck to feel"?
The Golden Thread tarot did a good job of having a matte/textured surface on their cards so it didn't feel as slick and glossy-plastic as we often think plastic does. The textured surface also does a good job of hiding scratches, which plastic cards are very apt to pick up. However, the Golden Tarot uses gold foil stamp, which is a very different process from your standard CMYK color print.
I'm not sure if you're able to print CMYK and still have that textured/matte surface, as ink itself has its own texture, and if not treated with a second coat of protective film, could easily rub off when applied to a plastic stock.