McConnell is the better all around player (better defense and facilitation). I think he probably fits alongside our current personnel better than Payne. We would also have 1 more year of control over McConnell.
Payne is a very good facilitator, his assist rate with combined with his low turnovers are very very good. He also pushes the pace, which I like, especially from the bench.
TJ is a good facilitator but in a different way, not so much a drive and kick guy but a player who can make passes through tough angles... kinda like Chris Paul but obviously not at that level.
He is a tenacious defender, Payne isn't a bad defender but TJ is clearly better.
As Yuma notes, McConnell's 3pt% was on a very low volume, his entire career he has been averse to shooting threes. Payne, while streaky, is the better outside shooter, McConnell does not have confidence in his 3 point shot and rarely attempts them.
I'd say they are on a similar tier as players but with very different styles. McConnell's biggest advantage may be durability. Other than an ankle one bad injury 2 years ago he has been very durable.
Vogel is probably looking for stability from the bench and strong defensive options... I can see why he might favor trying to get McConnell, with him running the 2nd unit we probably won't threaten to run teams out of the gym but we also will be less likely to have a lead come crashing down.