I don't think there is any difference in the unthreaded cartridges from Walmart and the unthreaded ones sold in bike shops.

I have been using the Walmart cartridges for years without a problem. So if there is a difference, it hasn't be a factor in performance.

One cartridge (12g) fills a skinny road tire nicely. Now if you are using CO2 for a mountain bike size tire, you may need the bigger capacity threaded cartridges to fill the tire adequately.

One nice thing I saw on some unthreaded cartridges at a local bike shop is that they came in a thin slide off foam pouch, so the cartridge wouldn't clank around in my seat bag.

Dan