On the same page of the book, Dan discusses his reasoning a bit more.
It's probably more desirable to not add gratuitous noise to the image, particularly when you are doing more than one conversion. "Convert to Profile" gives you more control. It allows you to turn off dither, and avoid adding noise multiple times to your image. This extra noise could be significant if you perform any major sharpening or contrast enhancing curve moves.
The Image Mode commands don't give you this choice, and always add fine noise (dither) with each conversion.
Dan prefers to add noise when converting to CMYK - so Image Mode is the way to go. An argument could be made for using dither when converting back from Lab.
Personally, I use Image Mode in both directions, but now that you've asked the question, I will reconsider this.
BTW, Curvemeister never uses dither for its conversions.