@Tracy, good morning! You bring up a great point. On the surface these two nozzles appear to be the same, but that's far from reality.
A rotary head usually rotates 45-360 degrees on a central axis point and emits a single source/stream of water in one direction. As such, the head provides more water to a single source at once, but the frequency at which the water is delivered is limited to how fast the entire head and turn back and forth. An example of a rotary head can be found here.
On the other hand is the rotary nozzle which is a hybrid of a pop-up/fixed sprinkler head and a rotary head in that it outputs multiple streams of water, over a set coverage area. By design, a rotary nozzle is very efficient at water delivery/distribution and help to eliminate run-off as compared to a the pop-up/fixed sprinkler head. An example of a rotary nozzle can be found here.
Hope this helps. Let me know if you have any other questions related to nozzles. I'd be happy to geek out over them with you