Not corysama, but I'll take a stab:
The major one is that there's one layer of indirection that exists on GPUs that doesn't really on CPUs. There's one giant vector register file per for each of these processing cores (that'll be something like 2048 rows x 32 lanes x 32 bits). An individual shader invocation might only need say, 16 rows. While there's hardware for issuing 4 hyperthreads at any given time, there can be a variable number of thread states in the register file. So for the case of each invocation only needing 16 rows, you might be able to fit 128 hyperthread states into processing core. Those four hyperthreads then hardware schedule those 128 states and will execute any that are ready, as well as allocate more from other scheduling hardware as gaps in the register file appear from shaders completing.
Because of this massive amount thread state, you don't depend nearly as much on a cache hierarchy to deal with DRAM latency. There's ostensibly some other thread state sitting around that can be serviced while others wait for the hundreds of cycles of latency to access DRAM.
So the whole model of how you account for the discrepancy between ALU cycle time, and DRAM latency changes versus a CPU. Where a modern CPU spends a lot of area on complex cache hierarchies, speculation, etc, to hide the latency to memory, a GPU focuses on having a lot of thread state around and a lot of ALUs, but balanced ideally, so there's always ALU work to do while other thread states are waiting on memory.
Now, over time, GPUs have gotten more complex hardware, and more complex cache hierarchies to cover the cases that aren't handled well by extremely long access times. But those tend to be very explicit. Additionally, CPU vector files have gotten more similar to GPU cores as architectural features like lane masking/predicates have been added to have the equivalent of CUDA threads in the same warp that take different paths through control flow blocks. That's a lot of what people mean when they say that AVX-512 adds a lot more than just 512-bit registers. The K mask registers let you do a lot of GPU shader tricks to have effective partial residency, and not have to use all the lanes if the data doesn't line up with that.