The difference is in the way most people build nostr apps.
Most nostr apps use the nostr relays both for data storage and as actual relays (to relay data between the entities storing the data and the client apps).
In Bluesky there is a clear distinction between relays and PDSes, both of which you can self-host, which makes the model much easier to understand, which in my opinion is a huge plus.
Technically you could have PDSes on the NOSTR as well, something like relays that interact with other relays only