What is the big deal with bio identical hormone therapy vs normal prescription (beside cost)?

Natural. Bioidentical hormones are perceived by many to be less toxic than pharmaceutical manufactured hormones. " don't panic, it's organic" is the mantra of some groups. Remember hormone supplemention whether natural or not carry certain risks associated with their use such as stroke and heart disease and breast and prostate cancer.
Bioidentical HRT. Means the use of estradiol and progesterone which are the hormones a womans body produces. Both of these are available as regular prescriptions. There is a lot of confusion over terminology. Some Rx are not bioidentical because they contain estrogen like and progesterone like drugs.Hope that helped a little.
No big deal. There is not an efficacy superiority between the two. They carry the same side effects, risks and benefits. For some patients is ideal because the regular commercially available dose does not work for them.