Easier to use, and Shopee's CS are friendly, easy to talk to, and if it's obvious the product is broken or not as advertised, they'll side with you fast. I don't like Lazada's CS and processes.
Of course, most shops in both are practically the same. The usual differences are small sellers, as they often choose only one platform. For example, Jump Manila only sell jump ropes via Lazada, so I contact them directly to buy jump ropes and pick it up in one of the weekly meets.