Both shams and pillowcases cover your pillows; however, shams are more decorative, while pillowcases are more useful. The pillowcase helps to keep your pillow clean by shielding it from dust, grime, and indoor allergens while you're sleeping. A sham, like a pillowcase, provides some protection for your pillow, but it is mostly used for decorative purposes. It is possible that the shame isn’t composed of breathable textiles, like a pillowcase would be, and so is not as comfortable to sleep on.