I've used both. I prefer Vue for the continuity between other projects using CSS. Styled components is fine but it adds just a little more friction and ambiguity.
With Vue I know exactly where the CSS goes. With Styled components, Im still in JS land where things can be defined wherever whilly-nilly as a template string; imported, passed around, and manipulated. It's a small thing, but those add up.
Yeah, I don't get styled components, the syntax and organization looks like a mess. I love using Stylus with Vue single-file-components, it lets me use a lot of CSS-specific patterns and macros.
Using Stylus blocks, I like making things responsive just by defining a media query in a block and then doing like: