If the civil service positions that match you are all outside your home province, the real question is not just job vs. exam. It is also about what kind of life you can actually live with.
For people from ordinary families, getting into the civil service usually does not mean there will be family connections quietly helping later on. In many cases, it means entering a system where you will most likely stay in your unit until retirement. The first four or five years may feel chaotic and unsettled, but after that, life often becomes very predictable: marriage, children, commuting, taking care of the family, repeating the same rhythm day after day.
For someone who loves excitement, change, and risk, that kind of future can feel suffocating. But for someone who is always anxious inside, or deeply afraid of an uncertain future, a civil service post can be an enormous source of reassurance. A salary that arrives on time every month, plus a decent year-end bonus, can become the foundation of a stable life.

So in the end, personality matters more than abstract ideas about which path is "better."
If your relationship with your family is strained, moving to another city or province may actually be the beginning of freedom. Distance can give you room to build your own life. But if you are very close to your family and do not really have the ability or desire to start over somewhere unfamiliar, then staying near home is often the more realistic choice. This is not a matter of pride; it is a matter of what fits your actual situation.
There is also a practical saying people often use when talking about civil service jobs: if you take the exam, try not to go to another region; if you do go elsewhere, try not to end up in a township posting. Behind that is a harsh reality. Civil service jobs often involve an impossible triangle: distance from home, salary, and how draining or deadening the work feels. If a position gives you any two of those in a tolerable form, it may already be worth considering.
Beyond that, it still comes back to temperament. Do you have a restless streak? A strong competitive instinct? A desire to compare yourself with others and chase more? If not, then the civil service route may suit you well: steady income, a relatively secure life, and a path you can follow for decades. If you do have the urge to fight, climb, or test yourself, then while you are still young, there is also an argument for stepping into the market and seeing what you can build on your own.

There is, however, another view that is much less romantic about the civil service route. The exam is extremely hard. It is not something you can simply decide to do and then definitely succeed at. Competition is fierce, often to the point where getting in at all is harder than many people imagine. In that sense, choosing between "working" and "taking the exam" is sometimes a false comparison, because passing the exam is not fully under your control.
Some people also believe that if your personality is too straightforward or too idealistic, the civil service may not be a good fit. The benefits are real, but so are the trade-offs. Once inside, you may gain welfare and stability, but you also give up more freedom than most ordinary jobs require. Your responsibilities are no longer limited to doing your own work well; the structure above you matters more, and what you must answer for expands accordingly.
That is why some would say: if what you want is a simpler life, fewer things to worry about, less responsibility, and the possibility of staying close to home, then taking a regular job may actually suit you better. Others would argue the opposite: precisely because civil service posts are so difficult to obtain, if you truly can get one, it is worth serious consideration.
In the end, this is less about which option sounds better on paper and more about what you value more: stability or freedom, proximity to home or a fresh start, a predictable life or the chance to push harder while you are young.