"\\" will extract the value even if it's present within nested json whereas "\" will extract the value only if present as a top-level attribute.
Consider this json
val json = """{"nested1":{"nested2": {"myKey":"myValue"}}}"""
val jsonMsg = parse(json)
In this case
(jsonMsg \ "myKey").values
retruns None
where as
(jsonMsg \\ "myKey").values
returns myValue