The low level leagues usually includes many many robot or obsolete teams. There're many illegal formation, players out of natural positions, etc. You can extremely easily win. Usually, only 2 or 3 teams compete for champion. I don't find these too interesting. However, in another angle, you are familiar with the opponent of the league. I also like this.

For CL, you will also face competitors in same league level. There are also many weak team. But you will find stronger team when you reach the playoff stage. It is more interesting.

For Cup, competitors are in different league level. You may face weak team even if they are higher level than yours, and you may face super strong team. It's always the toughest and most challenging competition. To me, it is easier to steal some Cup win in lower level, because there are less real competitors. I may win it all after beating two or three similar or stronger teams.