Apple Car Play differs from using auxiliary how?

I have Sirius/XM and Stitcher (podcast app) and I guess we have Apple Car Play?

I now just link the phone to the car via bluetooth and use it as auxiliary.

If I engage car play, what changes? How do I use it differently?

Also, if you know, i subscribed to "The Nerdist" in podcasts at one time, requested downloads of a bunch of podcast episodes, some did and some didnt, right now there are 6 waiting to download, when I cancel them they come back in 2 minutes and wait to download.

Auto download is off, I have even unsubscribed, any suggestions to permanently end these podcasts from waiting?