We use Absorption Spectroscopy mainly to get compositions of stars and those nebulae which are lit from within by stars. We use emission Spectroscopy mainly for nebulae which are ionized due to nearby stars but aren't directly lit by a star. Sometimes you can use both on the same nebula depending on the stage of its life. You'll get light from a star passing through some parts and ionizing other parts.



The sun is so hot that the black body spectrum overpowers any emission due to a specific transition. Instead the transitions tend to remove some of the intensity of the black body spectrum giving us an absorption spectrum via which we can get the chemical composition. Generally speaking if the gas is ionized the only light emits is the characteristic transitions due to relaxations. Also, stars are opaque and surrounded by a lot of gas that doesn't emit light. All the light emission of a star happens within a shell of gas that only absorbs light and doesn't directly emit it. In contrast those nebulae hot enough to be ionized produce light all the edge and they tend to be very dispersed. The dispersion means the atoms are more likely to ionize than emit black body radiation. It is also important to remember that inside say the sun were the light is produced the density is so high it is pretty much like a solid and as such the energy levels tend to be more continuous than the discrete energy levels we see in the rarefied nebulae.

What you use is mainly a function of what you are looking at, where you are looking at it from, and what happened to the light between emission and you.