Most of them shows that DFS is faster
DFS is faster as there is less overhead.
DFS use stack, pop-ing and add-ing to stack is fast.
Whereas, the most efficient Dijkstra implemented with heap, adding to heap is slower.
Running time of DFS is O(V + E), Dijkstra is O((V + E) log V). Noticed Dijkstra has log V added, it is the cost of adding to the heap, hence it is slower than DFS.
Most people prefer Dijkstra to DFS in pathfinding because Dijkstra is so accurate.
Well, Dijkstra finds the shortest path from the starting point.
DFS does not guarantee shortest path, it would just generate a path that visits very nodes in the graph.
BFS also finds the shortest path
Dijkstra finds the shortest path for weighted graphs. If the graph does not have weighted edges, then BFS or Dijkstra would be fine.