Whether it's a disadvantage depends whether your DM assumes people have perfect knowledge of their own vision range. Advantages would be situational.
Yep, with full system knowledge, Darkness is pretty useless for the purpose of avoiding someone noticing someone is sneaking around. If you don't have darkvision, or the sneak is outside the range of your darkvision, you either can't see them regardless (it's just magical darkness on top of non-magical darkness, and you can't see through either) or there's a suspiciously extra-dark spot in a spot you know you could otherwise see.
That said, I'd make the case that this wouldn't be all that noticeable as long as you're not getting too close to the observer. D&D draws "bright" lines for how far darkvision extends, and how far various sources of light produce bright/dim light. But in reality, at least for light sources, it's a gradient; a torch doesn't have 20' of perfect lighting, then 20' of inadequate lighting, then no light at all beyond 40', there's a gradient, and the fixed distances are a rough gauge of where the different rules come into play. Presumably a similar thing occurs with darkvision; if you start walking backwards from your friend in total darkness, you don't go from "seeing them dimly, but well enough" to "seeing them not at all" as you cross the threshold of your darkvision, they're just "dimmer, dimmer, dimmer, oh, huh, I can't even see them waving their hand anymore now".
The transition may occur, for rules purposes, at X' away, but the character doesn't experience it as a binary "see/can't see" state, they just see stuff fading at a distance. Something fading to complete blackness a little closer than normal isn't something I'd bet most characters would notice, unless they were expecting a magical darkness-assisted intruder. If the observer is moving around, especially in territory they're not familiar with, simply having a dark area continue to be dark as they get closer to it would be pretty subtle; things you could already see becoming dark might be suspicious, but stuff you couldn't see remaining dark when you get a little closer would be less noticeable (it's not like you saw what was there when it was outside your darkvision range, so you have nothing to compare to).
It might be a problem if they get really close; if you rule that Darkness blocks vision things they used to see around the darkness (moon, stars, a torch in the distance) become obscured as they get really close (the darkened area filling more of their field of vision), while if it doesn't block vision, when their darkvision range can pick up stuff on the other side it would be weird to see little/nothing in-between.
All that said, while the disadvantages should be pretty minimal (is it really worse for them to detect your darkness, when the alternative is that they'd probably see you directly?), there's little benefit to be had here if you're just sneaking around, not attacking, and being detected means you lose. Dim light, by itself, imposes disadvantage on Wisdom (Perception) tests that rely on sight. Darkness just ups that to the Blinded condition, which means the observer "automatically fails any ability check that requires sight," but since they can also rely on hearing to detect you sneaking around (unless you tack on Silence), it's disadvantage on the perception checks either way.
The benefits accrue when:
- You're planning to attack your target. Without Darkness, you'd rely on stealth to hide, it would depend on your DM how easily you could make an approach while remaining hidden, and once you attacked, you'd lose the benefits of being hidden (namely, advantage on attacks, disadvantage on opponent attacks, denying them knowledge of your location). With Darkness, you're not worse off on your approach (if you approach head-on, the darkness blob gives away your approach, but so would approaching head-on without darkness), and since you can see through it and they can't, you'll get advantage, and they'll get disadvantage for as long as the darkness persists. Plus, you can re-hide essentially at will, which could be helpful for a rogue making hit'n'run attacks.
- You need to avoid being ID-ed. If you lose the Stealth vs. Perception contest, the observer is likely to get a look at you. Not necessarily a good look in dim lighting, but maybe enough to ID you if they already know you well enough. With Darkness, worst case, they know someone was sneaking around, but not who was sneaking around.