The between the two is mutability. In most Lisp dialects, the regular lists for which there are literals are not immutable, so you run into the same problem (or not, depending on how you see it) that as in arrays or any other mutable object, i.e. if you have two variables, a and b, and you set b to the same list object referred by a, if you modify it you'll see the changes reflected in both variables.
Not so in the second examples, as the list set in another is a fresh, independent copy.