sigma delta modulator, which controls the frequency divider ratio, would shape the noise to high frequency. PLL, being a low pass filter loop, can remove the noise at high frequency. As a result, sigma delta PLL is superior at the noise performance.
Phase noice performance combined with a small stepsize (frequency steps).
A PLL with a large stepsize (> 10 * FREQ COMPARE) does not need a sigma delta PLL (better not) since it also has disadvantages that many people don't tell you. It has more spurious signals next to the carrier compared to normal N-type PLL's.