The SFSB is an EJB and therefore has support for things like Container Managed Transactions, @Asynchronous method invocation and the @Schedule and @Timeout among other things.
The managed Bean has access to things like FacesContext and HttpContext etc..
So depending on your needs, the SFSB might not add anything you need. I for example have written a few hundred SLSB but not yet created my first SFSB, Because I let the User sessions live in the ManagedBeans and let the ejb-tier be user-session-unaware.