No real difference, just the convenience of the package as you get to higher power of it being isolated and single hole fixing. Only disadvantage is that there are only half bridges available in Schottky diodes, so you need 3 packages to make a bridge rectifier with lower forward voltage drop. Single diodes are available in many package styles, and if space is constrained and the big bulky bridge will not fit you can put 4 packages in line on a heat sink instead.