Great question! Blox is the only non-custodial staking service for Eth2. The key difference is that Blox does not keep control over user private withdrawal keys AND private validator keys  . Keeping custody of your own private keys is extremely important. In case users hand their private keys to a 3rd party their ETH stake might get slashed or their entire stake could be stolen 
There were cases in the past in which users got slashed after staking their ETH with a third party. Slashing means losing large amounts of staked ETH and being forced to leave the network. Users should really avoid getting slashed in any way possible as they not only lose money, but also lose the chance to generate rewards from their stake and will not get their ETH back for the next year or so as it is locked up in the network.
In these slashing cases, the services held the user’s validator keys in a centralized fashion, which led to mass slashing events due to technical maintenance errors. With Blox, each user holds his/her own validator key on a personalized remote signer called KeyVault, away from Blox servers and which features built-in slashing protection. This ensures that Blox never has access to any user keys, and that validator slashing risks are reduced, and cannot happen as a group.
I’ve prepared a quick diagram to make it easier to understand:
With Blox Staking, security conscious crypto stakers who might not have the technical knowledge (or patience) to run a validator on their own can take advantage of the ease of use of a staking service while never compromising on handing over their private keys