The difference is the O-rings! ;)
Each link of the chain forms a joint that needs to move freely. You start with a nice clean, oiled chain and each link will move freely and it works great. Then you ride through the dirt, mud, water, dust, etc. and the chain gets a little dirty. The O-rings seal the joint of each link to keep the dirt out.
I can't imagine why the bike shop would say that the non-Oring chains are better. If you were a top tier racer, where every once counted, where even the tiniest amount of friction could mean the difference between winning and losing, then you might want to consider a non O-ring chain. All those seals do create friction, and they probably add an extra ounce or two.
If you do that, then you better also plan on cleaning that chain after every race or the benefits will be lost.
For the casual rider, O-ring chains are the way to go. Clean off the caked on gunk every once and a while, spray on a little lube and you are good to go.
Rod