A lot, shooting in an event (at least for me) is a bit more uncomfortable, you are always in a rush, you can't plan much and if the model doesn't know how to pose you have to improvise a lot and explain in a very detailed and easy way how to pose to get the look you want on camera. Another thing that happens to me is that I like to have complete control in the lighting, and with the rush maybe you lose that. Of course you can kill the available lights (and most of the time ugly) and use only the flash with the manual controls in the camera, but making it fast so every one gets a shot makes you lose a bit of caring on details.
I love working at studio, is a lot more comfortable, but it can turn a bit boring after some time.
Shooting outdoors have its issues too, I shoot mainly using flashes, and the wind is always dangerous if you have no assistants. Another problem is passers by... you can't do anything with a minimum of sexy because you get a lot of people around you and your model and that gets the model really uncomfortable.