because of user error, they need to be air calibrated every so often unless it's an AEM kit.Also dyno readings are post cat, so they read a little leaner but not far off.
I usually tune with both AFR gauges, pre cat and also exhaust tip on the dyno. I prefer to use pre cat as it's more accurate, using a tail pipe sniffer has given me bullshit readings when cars run blast pipes as sometimes one pipe ends up sunking in air from a venturi effect.