Mostly by the cost? As for sets, they’re going to be 200+ easy.
Theres also some difference in tolerances, but to be honest, a super tight tolerance is a double edged sword. Bulk-produced bolts won’t be as tight anyhow.
For casual/infrequent uses, it’s totally fine to get the inexpensive ones. (I’d recommend going to a local hardware store, they tend to have not totally-shitty sets and most sizes/threads individually.)
Also, for printed parts, you can absolutely just cut in with the bolt, unless your printer is somewhat inconsistent, a with a well-calibrated printer, all you really need to know is how much your holes tend to shrink (the thermal contraction as the plastic causes the final diameter to be smaller. This is why we invented test prints….. well. Not me. Somebody’s smarter than me.)