Likely zero difference in accuracy. Biggest difference is in brass availability. That is why I'm building my Low Wall in 25-20WCF. There is an excellent article in a recent Single-Shot Journal covering a 250 shooter (forgotten who) that has been shooting the 25-20WCF these past few years.

The 25/20 Winchester brass is easier to find although once you have it availability is no longer important.

Might want to look and see what the Rolling blocks were chambered for from the factory & keep the liner caliber authentic. Most people would rather own original calibers all else equal.

Far as the machine work to do one vs the other, I don't know.

Boats

Since the .25-20 WCF can be accurate enough to 250s, then I don't really need to pay extra for the Single Shot supplies.  To the poster about original calibers, I have never seen a good list of what was chambered.  I did not feel comfortable trying to fit a .5" .32 liner in the .7" barrel, or reboring to .38-40 or .44-40 considering the old steel.  Maybe someone else knows of an original .25 caliber chambering in these, but I was working on the idea of having lots of .25 calibers molds and I kind of accumulate .25 caliber rifles except for these 2.

1895 was first year for 25cfw..

I just pulled down Marcot's book on the sporting and long range rollers. It's ALWAYS a joy to look through it. Page 269 shows a #2 offhand target "in 25-20 single shot centerfire",  but it does not say of this is a completely original or not. 
However on page 273 he has a list of "calibers" (I'm assuming cartridges since that is the way he lists them) advertised fr the #2 sporting rifle.  the nominally 25's listed are as follows:  25-10 Stevens rimfire,  25-20 Singleshot Centerfire, 25-21 Stevens Centerfire, and lastly .25-.25 Stevens Centerfire. An ad on page 274 lists 25-20 Stevens centerfire and page 275 pictures another lovely #2 in offhand rig in .25-25 single shot. (That specific rifle would be my personal choice to recreate in a 25 cal #2) Page 277 is a plain-jane #2 in 25-10 Stevens rimfire. 
There seem to be no 25-20 WCF rifles shown or listed in the Marcote book.  That is interesting, since they do show ads for 1902 that list other WCF cartridges for the #2  including the 32-20 and 38-40, so it can't be just a refusal to chamber for the competition's proprietary cartridges.

As far as shooting goes with modern powder and careful matching of bullet to bore and twist I'm sure the 25-20 WCF will shot as well as any other, plus some factory ammo may still be available and it'd be a working companion for a repeater and maybe a revolver.   However the straighter cases might have a little advantage for our breech seating style target shooting, and the future marketability has also been mentioned.

Pressure is a good point for not being chambered originally, and the .25-20 WCF is 28k rather than the .32-20s 16k.  I forgot to mention I have a CF breech block for this conversion and the original rimfire one will go in storage carefully labeled and unmolested.

I'll go "shoulder to shoulder" using my 25-20 WCF against any other traditional .25 caliber rifle and never feel undergunned. It all depends on the guy pulling the trigger.

Jerry_H