The campaign for Call of Duty: Black Ops Cold War features several opportunities for you to make critical decisions during the narrative. You can pick how to handle certain situations if you should capture or kill key characters, and choose which routes fit your playstyle. There’s a critical choice to pick to take a pair of companions, Park and Lazar, during the End of the Line mission. Whomever you choose goes with you on the Skyhook, and the other is left behind. Who should you choose, and is there a difference between them?
From what we can tell, following your choice of this decision, the events are similar. Both are thankful for being saved but regret the other being left behind.
When you reach the end of the game, depending on what ending you received, the character you left behind is assumed dead or still captured. For example, if you choose to go with the bad ending where you team up with Perseus, the character you left behind is most likely dead. However, by confirming Perseus’ location to Adler after being interrogated, then there’s hope for the character that they can potentially be saved at a later point, or at least, they’re still alive.
Beyond these choices, and the fact that the character you leave has no more dialogue, there are no major obstacles for picking one character over the other. It’s primarily a preference, but it doesn’t hurt to have two save files where you saved Park and another where you save Lazar. Alternatively, if you choose neither, you’ll leave both of them to die.