Most ferments are pickled, but not all pickles are fermented!
Most pickles you find at the grocery store (the unrefrigerated ones, anyway) are “quick-pickled” using vinegar instead of fermented with live bacteria. Compared to quick-pickling, the flavors in fermented foods are much more complex. The fermentation process is slower and more gradual, allowing flavors more time to develop naturally. Devotees describe this difference in flavor between quick-pickled and slow-fermented foods as a comparison between a $2 bottle of hooch versus a 40-year old Bordeaux.
A recent study even shows some differences, highlighting one nutrient, GABA (gamma aminobutyric acid), and how it is present in much greater amount in feremented pickles than quick pickles.
Austin explains more of the differences in detail in the video below.