It's good to have character sprites and points of interest stand out from the background, a little. The sprite with the softer shading is, I think, the sort of thing you should aim for.
I do think it could stand to fit the style a little better, though. One of the things about a more painterly aesthetic is that you're going to have to pay a lot more attention to colour, contrast, and shading with your sprites. In the case of the clothing, I'd personally try making the colours a little bit warmer and more neutral to suit the soft colouring style you have for the backgrounds.