I've eaten both. I couldn't pick between them
That's been my experience. They're both very good--but as always some people prefer milder or "more flavored" game meat. I've killed and eaten nilgai from cows to trophy bulls, and while some claim cows are much better (as they often do with elk) we've had fine meat from both.
Relatively few hunters kill female oryx, whether scimitar-horned or gemsbok. Have eaten mature males and females of both and they've all been good.
