Oh yeah:
if the gas leaks, you can have a BAD fire/possible explosion.
but if the coleman fuel leaks, you can have a WAY BAD EXPLOSION FLASH FIREBALL FIRE. The difference is really suprising.
if you light a spilled cup of gasoline, it flashes up and you think "big fire, put it out, what else is going to get lit?"
if you light a spilled cup of stove fuel, it will suprise you how fast and violent the flash can be (it can scatter campfire kindling, even on a cold night). no time to think anything.

And, that volatility is actually a bad thing when it comes to carbeurated fuels--there is a vapor pressure limit for pump gas, otherwise, things "vaporlock"