Hi-rail wheels have larger-than-life size flanges just like all traditional and most three-rail locos like Legacy, etc., so they really hang on to rails. Without these they haven't a chance of going around O-72, 54, 36 inch curves, etc.
Scale wheels have, well, scale size flanges. They are more accurate to the prototype but they won't run well on most layouts. These locos (and its offered on running stock too) will de-rail on Fastrack, etc. curves. Usually they run on on radius 54 to 72, not diameter 54 to 72, curves - i.e., O-108 and wider. r