I posted a reply this morning. Not sure what happened to it. To recap...

Large gas lenses provide more shielding area. Good for stainless or perhaps titanium where the weld must be shielded until cooled. I purchased a couple just to try them. Rather cumbersome to use.

As to the stubby gas lens... These are small, nimble and easy to get into tight confines. Have a look at weldingtipsandtricks.com. A lot of great videos showing different TIG machines, torches, techniques etc.