I own several Lutens but not La Myrrhe. The aldehydes + myrrhe idea is great if you like aldehydes + myrrhe, but I don't particularly. Myrrhe is a bit furry for me in isolation. Opoponax or 'sweet myrrh', on the other hand, I love!
I think Balsamo della Mecca is an astonishing achievement both creatively and technically. It is a complex, constantly shifting evocation of a time and a place I can only imagine, but the feeling it communicates to me is both personal and spiritual. The use of balsamic elements underpinning lightly smoky and moderately sweet, slightly 'dried fruit' notes and so on has enormous depth. And this is all achieved without recourse to off the shelf synthetics - I think this may well be why the scent seems to be alive . . . it is constantly in motion.
Please note this is not some A. vs. B contest - both are highly respected fragrances and ultimately these recommendation threads are pretty pointless because it doesn't matter how many people say one thing or the other, the only person's opinion that matters is your own, and these are quite different pieces of work.
I believe Balsamo della Mecca is also available in an Extrait concentration, I am seriously considering ordering that at some point, myself.