Four Points is the hotel I would start with when Seoul Station itself is the reason for the stay. It works particularly well for a business trip, an overnight between Incheon Airport and a KTX journey, or the final night in Seoul before heading to the airport. Unlike the smaller stays around the station, you are getting a conventional full-service hotel with a 24-hour hotel environment, restaurants, a fitness center, and rooms with proper work desks and Wi-Fi.
The important detail is what “connected to Seoul Station” actually means. The hotel connects to the station through the underground passage at Exit 12, but the walk from Seoul Station is still roughly 8–15 minutes. KTX, AREX, GTX-A and subway passengers still have to move through a large station complex before reaching the hotel side. That indoor route is useful in bad weather, but this is not a hotel where you step off the train and walk straight into the lobby.
I would be less enthusiastic about paying for Four Points if you only need a bed for a few hours before an early train, or if most of the trip is about cafés, nightlife and sightseeing elsewhere in Seoul. Rooms can also feel compact once several suitcases are open. In those cases, the value of the full-service hotel has to matter enough to justify choosing it over a smaller station stay or a more interesting neighborhood.