Is it better to make a map in one mesh in a software than to use multiple parts in roblox?

So I was thinking about building a house and I thought that it would be better for me since the house has so much parts in it that I just make it in a software in blender instead of using many parts and making it into a model

is this true

Yes, because making a lot of parts for a map usually lags FOR ME. I think it'd be best if you experimented on both ways to see which is better?