What is the difference between an automatically uploaded scheduled workout and a workout FIT file?

Short:

The FIT file of a scheduled workout supports all sports that your watch also supports, but must be manually loaded onto your watch.

Automatically uploaded workouts to the "Garmin Training API" appear seamlessly on your watch, but only support the sports that are also available in the Garmin Connect workout schedule.

Long:

The difference between the Training API and a FIT file probably lies in the history of development at Garmin and manifests itself in 2 different formats, which unfortunately cannot be mapped 1:1 to each other.

The Training API defines the workouts through a JSON format, which is designed to be displayed in the "Garmin Connect Calendar".

The workout file, on the other hand, is specified via Garmin's FIT file format and is intended to be run as a control file for an activity directly on the sports watches and cycling computers. This results in full support of what the Garmin devices can do.

An open water swim workout, for example, can be easily loaded onto your watch via a FIT file export.
Unfortunately, the Training API has no support for this, because for unknown reasons this is not provided for in the "Garmin Connect Calendar".

See: Export a planned workout to my Garmin device