I included an outline of what you might expect, as they are often different, between streaming and download/playback. Sooner or later, you would discover some differences and inevitably return here to ask (always welcome of course!).
Very often the streamed video quality can appear sub-par (as compared to downloaded content) when viewing on a large screen - this often the case with BBC iPlayer content. This experience is often a trigger to try download/replay in preference to direct streaming.
Download/playback is often preferred if you suffer network buffering issues - when again, the direct video stream often switches to a lower quality (or greater compression). This behaviour is intended to provide a graceful degradation in video quality instead of just stopping or pausing to buffer - but often just makes content unwatchable on a large screen.
Likewise, many owners believe they have a fault when they see differences between the various video replay services - as, often, they expect the same user-experience and features for all. Sadly, this is not the case.
A further difference between BBC iPlayer and the others you list...
In the UK, which I infer you to be resident from your question, BBC iPlayer does not include Commercial Adverting. The other platforms you list do so - but unlike a TV with “linear content delivery”, your streamed commercial services interrupt the playback stream to insert an [often targeted] advertising stream which you have to watch, before reinstating the original content stream. This switching often seems to cause playback interruption - particularly when attempting output to HDMI.
I hope this additional information is equally helpful to you.