Besides the obvious fact that one comes from Japan and one doesn't, I'd say the difference is cultural.
From my experience, most JRPGs like to focus more on the characters. WRPGs don't care too much for character as they want you to feel like the character is you. So a lot of costumization takes place. The thing is, they both care about the story, and that's always a good thing in my book.
People say that they are two genres because of... xenophobia? I don't know.
What I notice arround these forums is that most people that prefer WRPGs seem to not like JRPGs so much, while people who prefer JRPGs tend to be more tolerable of WRPGs. But I may be wrong about that.
Quem disse que a boca é tua?
Qual é, Dadinho...?
Dadinho é o caralho! Meu nome agora é Zé Pequeno!