They're not the same, really. The advanced preferences tab is an easily-accessible pane in the preferences GUI, right next to things like setting-the-homepage, syncing-your-bookmarks, and other features that are broadly useful. about:config is a page that almost no one knows about, except people who really know what they're doing.

Edit: and the about:config page shows a giant warning that "This might void your warranty" before allowing you to proceed. It's pretty different from a generic "Advanced" tab in a preferences window.