Vignettes are checked by R CMD check, and I think in most cases this is the major difference. In many cases, I don't want CRAN to check my vignettes, because they might take long to run, they might create large files, or they might use development versions of packages.
A less important difference (for me) is that articles are not included in the published package. I suspect that many more people look at the pkgdown docs than the vignettes on CRAN or in the installed package, so I can live with this.