I enjoyed both. my gaming group definitely preferred Empyrion though. especially with the Reforged Eden mod.

I enjoyed building things in space engineers more due to the mechanical aspects. and the fact that you could program and automate things. I enjoyed the hell out of making a giant drill. and the vehicles you can build can do really cool things, check out the steam workshop for cool examples.

on the other hand, in Empyrion you actually get to use the vehicles. and they felt more like my own personalized ship. plus going from picking plants on the surface to launching into space is a great starting game loop. and then once in space you can do mining more easily than space engineers or just take out and scrap opposing ships. or trade is viable.
it can be challenging to get the initial materials required. it can also be unforgiving if you pick a fight above your pay grade, so make sure to save (and prioritize a shield). the building is not as complex, but that actually works for it. my buddy builds some mighty cool ships. I tended to get a cool ship from the workshop and then heavily modify it to make it my own, which is a fun feature.