When you fuse Kyurem with Zekrom/Reshiram things change. When fused, your ability is now whatever your Zekrom or Reshiram has (since Turboblaze and Teravolt have the same effect, it doesn't really matter). Your stats increase because they average out your 2 Pokemons stats - that's why it seems better. But, when fused, all of your Kyurem's moves will show up (Freeze Shock if Zekrom and Ice Burn if Reshiram - Kyurem needs Glaciate though).
So, if you give your Kyurem really cool, strong, and appropriate moves, fusing is definitely the best choice. If you really like having Blue Flare/Bolt Strike or Fushion Flare/Fushion Bolt, than don't fuse - Zekrom and reshiram already have great stats. But, you can learn both Fusion Flare and Fusion Bolt by levelling up while their together.
You choice, but I prefer fusing!
Hope I helped! :)