I have heard that the muzzleloading specific 209 primers are more flame and less explosion or something like that. Black powder wants to be lit on fire, not detonated.
However, I have never used muzzle loading 209s in my BP shotshells and regular 209s work just fine in those. It's splitting hairs mostly and maybe an excuse to price gouge because the box of primers has a picture of a muzzleloader on it.
It's like motor oil, put a picture of a motorcycle on the label and the price doubles.