Each of the two signal modulation types has its own advantages and disadvantages. I have made a reply in one of the topics that I suggest you take a look at in the following link (Even though RZ also has some advantages):
it also depends on the bit rate for bit rates less than 10 Gbps NRY is good but as we tend till incfrease bit rate bezond 10 Gbps till 25 Gbps RY is preferred. further OOK and advance modulation formats are used.