Never stayed at the other but I would 100% stay at Cosmo .
They are two different worlds. Cosmopolitan is vibrant, modern, alive 24/7. Westin Lake Las Vegas is remote, quiet, and relaxed. Depends on what you are looking for.
To be clear, are you confusing the Westin Lake Las Vegas Resort & Spa with the Westin Las Vegas Hotel & Spa, which is located just off the strip?
Cosmo I’d even stay at the Flamingo over anything at Lake Lasvegas.
When it is very hot the "lake" reeks. I don't know if the hotel is close enough to the lake so it might be an issue.
Cosmopolitan fountain view. Beautiful.