Synthetic may have less sewing, particularly with continuous filament polyester (Polarguard, Climashield) that can be left unquilted and edge stabilized only. However I wouldn't say it is necessarily easier. Wispy insulation has a tendency to tangle in the presser foot, and even when caught between fabric layers pushes fabric around requiring slow careful sewing, or taking the time to pin up pieces. It can be frustrating at the sewing machine. I usually cover insulation with easily torn out newspaper strips when the assembly sequence doesn't capture the PG between 2 layers of fabric. This is to keep the insulation out of the presser foot.
With down you sew up everything except an 'access edge' to fill through later then you can push the down away from that edge when you sew it shut. Down also doesn't loose loft as quickly as polyester, and if the bag gets a little flat with age, it can be opened and more down inserted. I try to design the down entry area with few seems so later refilling doesn't have many seam lines to rip open.
I have only used down and polarguard 3D (quilts and bags in both). Using 2 layers of PG 3D on top, one layer of 1.4oz silnyon on bottom, and liner and shell of 0.9 oz ripstop, and 30" #3 coil half zip; my synthetic bag came in at 23 ounces in a stuff sack. It's original 2 inch top loft is now probably more like 1.5 inches after one outing. A down quilt with 12 ounces of 800 fill and 1.1 ounce shell and liner and 0.7 ounce nano-seeum netting and 3 inches of top loft comes in at about 19 ounces. These are fairly tight bags for someone under 5' 10".
My bag designs have a half circle foot baffle and a horse-shoe neck collar. How a bag seals and your sleeping habits affect the actual temp rating. I give the PG 3D bag a 35 degree rating and the down quilt could probably go 15 F or lower with a good down hood, or even lower with insulating clothing on.
I have no experience with Primaloft yet, but I think short fiber insulation is better for garments.
Edge stabilized PG has to be treated carefully; I roll it rather than stuffing it to keep the fibers from getting side loads that would pull it apart or twist it.
For 40 degrees a stitched though down dag or quilt is pretty easy to make. Just remember the bowing of the fabric requires the cut length be longer than the finished length you are designing for (assuming horizontal stitch lines). Below that temp you pretty much have to have some baffles to eliminate thin spots. Also thicker than about 1.5 " benefits from a differential cut.
I hope this helps.