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If you're talking about corded bullets then it's the power and the pitch of vibrations. In a traditional vibe the motor has to work against the weight of the whole toy (the batteries are heaviest when it comes to hard plastic vibes). When you separate the motor from the battery pack the vibe starts moving in a whole different way.

It also doesn't hurt that they are small easy to nestle between the labia. Or that you can just put one in your underwear when you're watching porn.

As for watch-batteries bullets - hell if I know. Apart from the handy size I don't see the appeal.

They do in a pinch