I'm sure I'll be able to come up with a more detailed list once I play a bit more but here are some things off the top of my head.

TD2 -> GRW:

• Smoother climbing/mantling system.
• Slightly slower movement speed.
• Armour pieces which serve purpose beyond looks (even if how it works is pretty gamey in TD).
• Navigation system (route line visible directly in the environment rather than on the mini-map).
• Camera which doesn't change shoulder offset on its own.
• Weather reactions (different animation sets for different weather conditions).
• Slightly better character customisation (body).
• Some of the (less crazy) cosmetic items.

GRW -> TD2

• Stance system (crouching and crawling).
• Character building (I know TD is a live service looter shooter but boy do the meta changes and all of the build or progression systems get overwhelming at times).
• Gun controls (ability to switch fire mode, change scope crosshair and holster your weapon).
• Number of customisable gun parts.
• Ability to approach action in a more stealthy way and in less linear fashion (for some missions, not everything has to be a tightly directed spectacle).
• Less bulletspongy enemies (not to the level of GRW but a little more squishy than in current TD).
• Environment affecting character look (for example: crawling in the dirt covers your character in mud).
• Better compatibility between all of the outfit elements (some combos in TD2 don't mesh well together - as in physically, not even in terms of style).
• Ability to save outfit sets.

There are also some elements I keep going back and forth on, like whether I prefer the "hard" cover system of TD (you have to commit to entering/exiting cover) or the "soft" system of GRW (your character automatically adjusts position based on proximity to cover). Both have their good and bad sides so it's a pretty tough choice.