If cURL is installed, I would imagine it's a bit less work if you are trying to scrape the page and load it into a database because you don't have to write all the Javascript to access two different pages on top of the PHP you need to store the data. You also can set it up to run without having to have a browser open somewhere.
If your PHP machine doesn't have cURL installed or it is perhaps blocked by a firewall or something, then AJAX is a good workaround.