Should we use the OS settings dialog or embed it in app?

Assuming one has the option (because I don't know how to do it on Expo) should app settings be part of the app or part of the OS?

With it part of the app, we can style things and make it feel like the rest of the app, but with the OS Settings is it more reasonable to presume that the user would be more familiar to make changes there; especially if the controls are simple.

Has there been a study or HIG that indicates on or the other?