The record button in the lower right corner records demodulated audio.
This is used as input by many, if not all, APT decoder applications.
The other recording function record raw I/Q samples, which is
basically what comes from the hardware, converted to a format used
inside gqrx. These samples need to be processed by an SDR software
application to get audio out of it, which is what gqrx does. So, you
can replay it in gqrx or convert it to a format understood by other
SDR applications.
Alex