Not sure their training has ever been made public so it’s hard to say. The most obvious difference is that Jakob focused exclusively on distance running from a young age, whereas Henrik and Filip did other sports for a while (Nordic skiing - Filip didn’t exclusively become a runner until age 17).
Also, Henrik had an ill-fated stint at Texas A&M, lol, which probably taught Gjert not to send his sons off to NCAA.
I think I read something on here a while ago about Henrik doing more speed work initially because Gjert thought it was important to lower his 800 PR, but then ditching that strategy for Jakob, but I might be misremembering.