really what it comes down to is the fact that they have completely different intended uses.
glidecams/steadicams, outside of the skiing world, are used only for specific shots where smooth movement is necessary and a dolly isn't possible, like following somebody walking. they are a little hard to learn to use (depending on how advanced it is), require some level of strength, and aren't really intended for prolonged use. even in skiing, you aren't holding it up all the time.
shoulder rigs are meant more for run and gun situations where setting up a tripod for every shot would be impossible, but you might need to be filming for long periods of time and you need greater maneuverability than a glidecam will give you. a good use for this is a project i filmed a while ago where i was just filming kids an event and i was constantly following different people around and getting different shots. there wasn't enough time for a tripod, but to film with a glidecam for that long would have been very tiring and unnecessary. plus a shoulder rig allows you to control focus and camera settings very easily. however, a shoulder rig won't do as much good for skiing, doesn't stabilize nearly as well as a glide/steadicam.
long story short, glide/steadicams are for either something like skiing or single shots in films, whereas shoulder rigs are intended for run and gun, documentary type shooting. they don't stabilize as well, but they are very easy and comfortable to use and afford you a much greater amount of control over your camera, plus they can be used in many more situations IMO.