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".