For the most part, there is no difference. Why is a question that does not have a really good answer.

They are called riflings

Rifling is the spiral groove pattern in a rifle or handgun barrel the purpose of which is to impart spin to the bullet in order to achieve stability in flight.

According to SOWPODS (the combination of Scrabble dictionaries used around the world) there are 1 words with the pattern R-FLI---. That is, eight letter words with 1st letter R and 3rd letter F and 4th letter L and 5th letter I. In alphabetical order, they are:

riflings

Possibly, a copper slug is made for a barrel that has riflings in it and has a straight bore, so if you try to shoot it out of a smooth bore you could mess up the choke, because the copper is solid where as a rifled slug is made of lead which is softer and is hollow in the back side with a plastic piece as a filler to allow for compression. Also if you did shoot a copper slug though a smooth bore it would not be accurate at all.