Just the stress that wild caught fish go through to make it to your tank makes it better to get tank The fish that have been tank bred are adapted to captive living being the fact they hatched and grew in tanks, they eat all prepared foods like Juanfer stated and their inmune system is more adapted to dealing with life in our tanks.
Not to mention that tank raised livestock is hands down the most eco-friendly, safest way to make sure we preserve our reefs world wide. Unfortunetly there's very limited variety when it comes down to choosing tank raised livestock for our tanks, but the very little we can get is well worth it.