So basically, DDG probably has a whole bunch of !bang searches that you simply had not thought of to create your own keywords for, yet. And when you need it, it's already there.
There are also a few !bang queries that are not external searches, such as one for rolling dice (it can do !roll 3d6+3).
Another minor difference is that you can add the !bang keyword anywhere inside the query, also at the end. Being able to add it at the end makes it easier to "ok let's try this on another search engine".
! fuji Ames => takes me to Fuji Steak House in Ames Iowa directly
!w Sushi => Takes me Directly to the article on Sushi on Wikipedia
!m 801 grand ave Des Moines => takes me directly to google maps at the address.
I still probably do about 30% of my searches using !g kicking me straight to google for search results.
Do I have to setup all these different keywords to work? If so that's the difference. It's essentially a pre-configured command line with literally hundreds (thousands?) of predefined syntax for searches.