Their purpose in life. Workstations are meant to handle stuff like CAD, CFD, 3D modeling, and other extremely intensive applications, many with very low error tolerances. For those applications the workstation cards like the Quadro series from nVidia and the FireGL series from AMD have specially optimized drivers to give them significant performance increases in those types of applications. Generally hardware that is aimed towards workstations is more expensive because it is meant for corporations who are willing to drop $4k on a GPU if it will cut the project time in half or more.
A good workstation will generally do well in gaming applications, but a high end gaming system often doesn't fare nearly as well in workstation applications due to the significantly optimized drivers for the workstation GPUs.