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Apart from the money they offer you, there is no immediate benefit.
If the order gets new territory though, they will increase their number of fighters,
and if you are their patron, you can hire them free of charge against hostile faiths.
The proper way to found orders is to create a situation where you temporarily own a county with a city - or better, castle - outside of your own domain. Either through war or revoking vassal titles. Then found the order there, and give the county away.
Whenever the order master asks you to lease another title, you can follow the tooltip links and immediately see wether the city is in your domain or not: If the tooltip of the linked city says "your vassal's primary title" you would lose a city, otherwise it is a city of someone else.
Then just make your decision based on that.
If you really want to support your faith, you can also found holy orders in more remote areas first. As soon as the kingdom title above the order falls to someone else, or the local realm becomes independent, you lose the patronage of the order. This means you can found a new order somewhere else.
Makes quite a difference if your faith has 3-5 holy orders each 5k or more men strong.
Orders operate independent from their holding upgrades. They simply grow their troops based on the number of holdings they have leased.
Both castles and cities are eliglible for orders, but not temples.
Generally the castle baronies are so rare that this is almost never in question. Also as pointed out above, there is zero difference wether the order owns a city or a castle. You cannot declare war on them like in CK2, their holdings are effectively non-existant for all purposes.
Or a massive schism has formed.
I thought I didn't have to put up with minor barons demanding council positions, and would still be raking in taxes!
In the current version it is impossible to revoke holy order leases from different faiths, so you'd be permanently stuck with a potentially hostile order inside your realm.
Best to read this here
https://ck3.paradoxwikis.com/Hired_forces#Holy_orders
So the leased holdings are gone for good from your realm economy, unless you revoke them and have regular mayor/baron vassals again.