The only difference, as explained in the tutorial:
Local Storage vs Session Storage
You can select between storing your data in the browser local storage or session storage. What are differences?
Local Storage
The Local Storage stores data with no expiration date, and gets cleared only through JavaScript (Wappler dynamic events) or clearing the Browser cache / Locally Stored Data.
Session Storage
The Session Storage stores data only for a session, so the data is stored until the browser or the tab is closed.