MDI Activation vs. Manual/Scripted Install.

"I was wondering if there were key differences, like losing out on some stuff, or if both installations would cover the same activities"
It is not supported to run both side by side, and the documentation states that if you already have the classic sensor, this new version is not a replacement (yet). The classic sensor is still the way to go because (1) this is a brand new capability and there is already one out of band hotfix KB5037422 to fix a memory leak, so let this thing bake a bit, and (2) the MDE installable version is limited to only these features at this time:

Investigation features on the ITDR dashboard, identity inventory, and identity advanced hunting data
Specified security posture recommendations
Specified alert detections
Remediation actions
Automatic attack disruption

So you would be missing any MDI capability not listed above.

In my opinion, this newer installer is for customers who need to urgently get MDI deployed to a large number of domain controllers to take advantage of the hunting and automatic attack disruption (ex: incident response scenarios)

Reference: https://learn.microsoft.com/en-us/defender-for-identity/deploy/activate-capabilities#test-activated-capabilities