It shouldn't be any difference in sitemap generation, because sitemap generation function is the same, it just run from different places, but the problem is when you run it from admin panel then the execution time is limited. So if you want to change some PHP setting to make it work, you need to increase execution time (max_execution_time).
Also if you generate it from admin panel, it will be regenerated again upon first cron run (every day).
Thanks for the reply Alex. But when the sitemap generate on admin panel more links will show up on google. since the problem started google is showing up less and less link about the site. I contacted my host provider they increased the size from 250MB to 500MB but still can't generate sitemap at dolphin admin panel.