Sidenotes can't be on the side on a small screen. You have to put them in between paragraphs, at which point they stop being sidenotes and just become part of the text. Then, how do you handle them in your RSS feed? What happens if the reader clicks on the reader view button in their browser?
Footnotes always remain footnotes, regardless of all of that.
Footnotes always remain footnotes, regardless of all of that.