Hello yes, there are the following differences while making the campaign from Shopify and Facebook business manager-
>When you are doing the ads from Shopify there is less customization while doing the ads and targeting.
>Targeting options are less as compared to Facebook business manager.
>Only you can run a conversion campaign from Shopify where you can from a Facebook business manager you can run for both traffic reach awareness and lot more.
So in short if I have to summarize this I will suggest if doing ads for conversion do from Shopify store and if you to build strong data in your pixel and your goal is traffic and awareness which every new business have to do the ads from Facebook business manager