I've read that the pellets hold better in storage and are better for the chickens digestion (crumble, like all powdered food, spikes blood sugar faster/doesn't provide as much satiation).
The crumbles I've seen were obviously from the same pelleting machine but broken into much shorter pieces, so I would expect them to digest at almost identical rates. (Fine powder may exist, but that is not what I have gotten when buying "crumble.")
When I have put pellets in water, they come apart into mush almost as fast as the crumbles do.
So I don't think there's much difference between them in terms of digestion. However, it may vary from one brand to another. I have only seen/experimented with a few brands, and some of my experiments were years ago.
You could do your own experiment by dropping a few pellets into some water and watching what happens, and then you would know what happens when your specific feed gets wet.