Unless there's a specific reason you'd need (want) to process the data in a State you should probably stick to Ashley's own EntitySystem. Without you yourself expanding the functionality of State, EntitySystems are for sure more flexible, as in you can tell it to not process the system, you can do something when it's added / removed etc.
Also the development team for Ashley probably optimized their framework as much as possible, meaning that even though it might be a small increase the EntitySystems are probably faster.