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WRPG is usually about the world and mythos, where the player builds a character that enters an already expansive world.

JRPG is usually about the story, where the player follows the advnetures of a character and see the world and mythos expand through his/her eyes, as the character develops along the way.

Personally, I like JRPGs more. I just feel they have more soul from their inwards-out perspective than WRPGs that have an Outwards-in style.