I lack experience on the matter.
For what I have read here and there, both DL and AF/KL blame the other airline for not treating their FFP flyers properly, still it seems that Skymile flyers get more advantages on a AF/KL flight than a FB flyer on a DL flight.
Then, you are in Europe, and having benefits on a AF/KL European partner airlines is easier being a FB flyer than a Skymiles flyer.

Go for the airline you believe will grant you STE+ more quickly.