Malmsteen's playing on the follow-up to the epochal Rising Force is slightly more raw and aggressive, but the most notable difference is the addition of lyrics on many of the songs.
By his own admission, Malmsteen isn't much of a lyricist, and his frequent use of occult and pagan imagery (demons, Vikings, and so on) isn't as effective at producing a dark, gothic mood as his compositions and guitar playing are.
Still, those aspects of the album are vital and stimulating, making Marching Out a worthwhile listen.