It’s like the difference between going to Whole Foods vs to a Farmer’s Market. Both are good, but in the first case you are in an individual store with a large selection buying what they offer, and in the other you are going booth to booth interacting with lots of different local farmers each of which has a smaller selection. Plus some hardware and supplies vendors.
As far as prices, I’ve never been impressed with the deals at CFM. They are fine, but not better than Neptune. The selection is skewed toward more expensive coral since they have to lug it around.