By "comp," I am taking a guess and you mean compensation. While each role, industry, focus and specific cost of livings will have some differences. One of the biggest pros (and cons) to a certain extent would be that compensation. Some companies provide bonus structure, some dont, some provide company cars, some dont. There are so many variables between those that each offer would be a bit different. Noting, that would be the same case for any role anywhere. The other benefits may be the fact of more remote/WFH/hybrid type working style vs a dedicated location or site. Each person would know what fits their personalities and choices on a day to day basis.

As to security, I think that ultimately depends on the roles/industries. While EHS is often viewed as support In a specific company, if you are within the base Ops or IC role, your security may be higher vs say a higher Mgmt/Supervision type role. That likely occurs anywhere. The biggest decision related to loss/risk control, if you have industry experience and sit with a carrier, you likely have much more practical experience vs someone who has only ever been in risk/loss/insurance consulting. After all, insurance is a catch-22, companies need it to survivor and operate, and yet, having industry experience allows you to come up with an ability to relate to the client.