There are two types of shooting lines, without coating, which is basically a regular monofilament line, and then there are shooting lines with coating, which feels just like a thin fly line.
A monofilament shooting line gives rise to extremely low friction against the traces and in the air, something that gives you long casts.
A coating line gives you more control, less tangles and that it usually floats. The floating property can be practical as it is also possible to mend and adjust in the current, just like the regular line. Note, however, that a coated shooting line can reduce the length of the throw slightly due to the slightly more friction.