The difference is securing bitcoins in high-risk environments: live automated servers. But that only goes for a small minority of bitcoins as only about 0.5% of bitcoins are traded on a daily basis, the rest can be in what is called cold-storage which is way, way easier to secure than a bunch of physical money, gold, diamonds, whatever. The 0.5% is a bit like the security of wallets in people's pockets: not very good and not comparable to bank-grade security of those same people's savings in a bank. Or comparable to lone ATMs which can be raided.
Beyond that, bitcoins exist on an open ledger. While it may be hard to trace that now, we're seeing blockchain analysis tools develop all the time. Who knows what they might uncover later? I certainly wouldn't be excited as a criminal to leave a permanently recorded trace of every single transaction ever since the moment of the theft, with the prospect of decades of cheap supercomputers doing analysis of this open source data set which might reveal yourself. Bitcoin is great for pseudo-anonymity when buying por n online, but it probably won't stand the test of time in protecting you from every criminal investigation, a bit like a randomly generated pseudonymous email address gives a large extent of privacy, but not if you're a criminal.