Can anyone explain why these are different?  Maybe it has to do with platform?

Could you elaborate on your question? It's not clear what type of answer you are expecting.

I never know which to use in different situations and Print has button called PDF and one of its options is 'save as pdf' and I do not know if that is same as Save As PDF script step; I am unclear when to use one or the other.  Print to PDF is faster when testing but that is local.  I do not know what happens with network printer.

I think one difference I just read is that Save As PDF allows variables.  

and it allows appends

I also read some people export to PDF and I cannot figure out how they do that but I decided to keep my question simpler. 

18 minutes ago, David Nelson said:

Print has button called PDF and one of its options is 'save as pdf'

This is a Mac OS X feature (available in all applications). It does not exist in Windows (AFAIK), unless you have installed a PDF "printer". If you want to provide a cross-platform feature for your users, use the Save As PDF script step.

---
Edit:
Apparently Windows 10 has added a system-native PDF printer. Still, using the Save As PDF script step you can control many aspects which would otherwise depend on user selection -  e.g. file name, location and - most importantly - the choice of PDF over a physical printout.

Edited December 7, 201510 yr by comment

Now that makes sense.  I searched for hours and found nothing about it.  Much appreciated.