It's easier to get a good sine wave from a triangle core, but the triangle itself is also cleaner than the triangle that you get from a saw-core oscillator. There are also differences in the sync: a saw core more easily supports a "hard" sync that resets the oscillator to its zero point, whereas with a triangle core it's usually easier to implement a "reversing" sync. Different sound, not necessarily better or worse, but some people prefer it.
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