gdb's built-in recording slows down the debuggee by about 1000x, rr more like 2x. That makes a huge difference in practice.

rr's recording works across system calls, thread context switches, etc, but gdb's doesn't.

rr's recording creates a persistent recording on disk that you can even move around between machines. This permits workflows that gdb's doesn't.

(Disclaimer: I work on rr)