The biggest advantage of dual shield is that you can run your wire feed rates, and weld travel speeds, faster than "regular" MIG. Because it's got gas shielding as well, it suffers from the same issue all gas-shield MIG has outdoors. I use a cheap, large-sized metal dust pan as a shield when I'm outside.
If I need extra penetration with MIG, I am set up to do spray transfer and I keep a bottle of 90/10 mix on hand for that. But it's rare that I do that. If I'm that worried about penetration, for whatever reason, I'll switch to stick.
Here's a good video explanation from one of the few channels I subscribe to. Jody's WeldingTipsAndTricks channel is fantastic.