There’s no reason why midi -> cv conversion would limit you to -5/+5v. That is a design decision on the conversion module you use. There’s of course somewhat limited resolution depending on what you do (e.g. 127 steps for normal midi-cc), but there’s nothing stopping a module from mapping that to -10v/10v
Slewing may be required, but it depends a lot on what you’re slewing. You can use things like pitch bend to send messages with a relatively high resolution via midi, so again it depends on your midi interface, especially on how configurable it is regarding what outputs respond to which midi message.
I think it’s a bit easier to use a DC-coupled audio interface since you don’t have to think about the conversion/mapping from signal -> midi -> signal (with ES-8, you just send your max signals straight out and it works just fine), but other than that, it’s not a big difference for the “CV out of Max” use case.