There is a major difference.
The Data Explorer plugin does only Read queries. i.e. informational only.
The Badge queries do stuff. The “stuff” is only Badges, but as the referenced post states, can put a heavy load on the database.
The Data Explorer plugin has safety built in so over-loading the database won’t happen.
Personally, I’d rather see safety built into the Badge queries, but meh.
I’m not so sure how valid a concern data leak risk due to a security breach is.
True, if a non-Admin gained access to the Data Explorer page they could craft a query that exposed sensitve information.
But if they had access to Admin pages they could get sensitive information from them as well without needing to use Data Explorer.