The taste is different, the cooking methods are different, etc.
Different tastes: The meat of live-skinned shrimps is relatively fresh and tender, with a crispy texture and a certain chewiness. The meat of the slippery shrimp is more tender, the texture is smoother, and the bite is not so chewy.
Different cooking methods: Since the shell of live shrimp is relatively hard, it generally needs to be shelled before cooking. Common cooking methods include stir-frying, boiling, roasting, etc. The shell of slippery shrimp is soft and can generally be eaten directly. Common cooking methods include stir-frying, boiling, steaming, etc.