It depends on the group.
If we're talking about powerhouse performers like Mamamoo, I do both.
If we're talking about average groups (not song quality, but performance wise) I only listen to their songs most of the time.
To be honest, if a group or any singer is a great performer (I'm talking about vocals, rap and stage presence, not dancing) I always prefer LIVE performance, because 99% of the time it's much better than the studio version, especially if they do it with a live band.