using deck screw instead of Yellow zinc construction screw？

In broad terms, deck screws are equal to yellow construction screws.

However, there's variance among different manufacturers. So you'll find crappy yellow screws and crappy deck screws, just as you'll find good ones.

The only other thing is aesthetics. In some cases, a painted head isn't a good look. (Hinges jump out as an example.)

Stainless steel is corrosion resistant ; the various paints and coatings are not ( in spite of creative names ). In my location , any deckcrew that is not stainless, rusts to useless in about 15 years . Rust rate depends on how much time they are damp. And, even with proper clearance and pilot holes ,the coatings are degraded when driven in

Coated deck screws have a different head: it's less square and needs a tapered square bit.

This means you need a deck screw bit, but you could use a normal screw head too if only fastening a few.

These screws also have more friction at the shaft & thread. You need more torque to insert, but the head/bit interface is capable of less torque due to the taper, and it will maybe strip or cam-out sooner.

This means that for a larger project your materials cost is somewhat offset by more labour time and frustration. On net it may not be a big deal, especially with the correct driver bit.

If you find there's a price difference, compare with elsewhere to see if the coated screws are under-priced (good for you) or if the normal screws are over-priced (and so buy elsewhere). Quantities matter too.