The difference is that Roaming Client (or the AnyConnect module) will do DNS inspection and perform tunneling of user data only for the „Intelligent Proxy“ part. This way, only „unknown“ traffic will be deeper inspected, which clearly is a more lightweight option.
There‘s a fair share of customers that require to have deeper insight and control about their clients traffic and this is where SIG comes into play.
Don‘t get me wrong: Umbrella is a frickin‘ great and especially easy security tool and SIG adds way more complexity to it. Everything added by this functionality is not only bloat but fulfills customers requirements.