This Quote by Sandy gets used a lot to compare the two games (Cthulhu Wars vs Glorantha The Gods War):
“Cthulhu Wars feels like a knife-fight in a back alley, rolling in the dirt, gouging eyes out. Gods War is more like a formal duel. You’re polite, and there are formalities to follow. But in the end you are still trying to kill each other.”
But why exactly is that so? (I'll share my thought but want to hear any others? disclaimer: I've only played the gods war print and play once)
I think first and foremost the difference is in the nature of the spellbooks vs gifts. With CW almost all the books are about destruction and harm (both sleeper and yellow sign have some that aid opponents but seem to be more the exception) With TGW each empire has multiple gifts that are give benefits to opponents (and there are the rules for leaving hell that require cooperation as well) forcing deal making and at times alliances.
The net effect is with CW you just try to strike as best you can but with TGW you negotiate and deal make (which I suppose is why the game can take longer)
Thematically I like to look at it from the perspective of the inhabitants. With GW all these Lovecraftian monsters are invading earth to destroy it and drive everyone insane. With TGW people are worshiping gods that are fickle or easy to be displeased: they mostly help their worshipers in their temples but sometimes help worshipers of another god.
I'm quite impressed that it works exactly right for conveying the right theme (I love games that create theme with mechanics like this)