The relay type modules allow you to switch higher currents than transistor outputs, and because each 'output' is actually a set of mechanical contacts, you can have different voltages passing through each "output'.
Transistor outputs are limited to lower currents, and each module is designed for different AC and DC configurations. And, depending upon what you are controlling, the fact that transistor outputs never really "open", but rather "go low", the leakage current can become an issue. When it does, interposing relays are usually the cure. Another 'cure' can be bleeder resistors, and I've even used neon lights as bleeders.
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