I don't think there is a huge difference but with the macro options approach
the shortcut is almost always there. For instance it takes a macro to run
to set the Onkeys but not for macro options. And to extend that, macro
options is there even if Shift is held down when the workbook is opened to
keep auto macros from running.
And another difference is that if the workbook is closed that has the macro
options macro the shortcut is automatically terminated. But with Onkeys the
shortcut still exists and Excel will still look for the macro.
