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The TL;DR is that Client Side NAT happens before the packet is routed by the Security Gateway.
Server Side NAT is a legacy setting and means NAT happens AFTER the packet is routed by the Security Gateway.
Your routing table must be configured to route the packet out the correct interface, which isn't necessary with Client Side NAT.
I am not aware of any reason one should use Server Side NAT over Client Side NAT, which has been the default for many, many versions.