Core Web Vitals measure real-user experiences, so it's always recommended to analyze them using field data sources like CrUX whenever possible.
Be aware that Search Console's Core Web Vitals report aggregates URLs into
groups, so it may be possible that Search Console has data for a group of URLs but PSI or the CrUX API may not have data for each individual URLs, for example if they're too small. The example URLs that Search Console provides are ones that are part of the group but may not necessarily have enough data or even the same group-level assessment when viewed in PSI/CrUX.