No key invalidation - With multisig, the user can invalidate a single lost key and replace it. The other keys can be kept and used with the new key to construct a new multisig setup and set of addresses. With key sharding, all the shards must be replaced whenever one is compromised. This makes rapid recovery from an attack or even just a simple system update difficult. All shards/pieces must be replaced each time there is a change to the setup, where with multisig a client can replace just a single key.