The goal is temperature uniformity of the prepreg during curing. An oven or autoclave can control the temperature of everything inside to be very uniform because you form an environmental envelope around the part. Eventually, everything inside will be that temperature. A heated mold will rarely be as uniform because there is no envelope. The part is between the heat source and the environment. The temperature at any point in the part is determine by the temperature at which the heat flux into that point equals the heat flux leaving that point. This depends on the thermal conductivity of the mold and that of the insulation. Ideally, the thermal conductivity of the mold would be infinite, and that of the insulation would be zero. In reality, it is challenging to come even close to this goal. But, when done right, either way will work fine. A heated mold must be designed uniquely, and correctly, for every part, while an oven or autoclave is a general purpose tool that works with any mold. Really, the main reason to use a heated mold is if you do not have an oven that will fit your part.
If you need pressure you need an autoclave, press, or heated RTM mold, rather than a vacuum bag alone.
When heating things up to temperature, there must be temperature non-uniformity because that is the driver for heat flow. The faster you heat, the less uniformity you will have. Therefore, heating rates are always controlled, as well as temperature targets. For very large or massive molds, a heated mold inside an autoclave can work very well to overcome very slow heating rates. Parts will not cure properly if the heating rate is too low. One major advantage of using an autoclave or oven is that molds can be made much lighter than integrally heated molds or compression molds.