What?!
I don't see a difference between that and audio books.
Well, there are a number of factors:
1-Just hearing a Biblical text in Sunday School/church often runs the risk of decontextualizing the passage from the chapter, the book, and possibly the entire Bible.
2-You're often getting people's interpretation of the text in church, and not necessarily the space given to reflect upon the text.
3-Like studying any text, a consideration of context is very important, the time, the place, the culture, the intended audience. Some people are good at doing this in a sermon, most aren't. With a 2000+ year old text, this is particularly important.
4-I find reading at your own pace is very essential for taking on something like The Bible. Being able to spend as much or as little time is important when dealing with certain passages. I've spent an hour on just a few verses, while other chapters I've only dwelled on a couple of minutes.
Audio books, well I won't slam them. I think for certain kind of texts they are fine. If you're reading something informative or maybe something that isn't particularly artfully constructed, I don't think there's a big difference, but, for instance, I'd never want to listen to an audio book version of a Dickens story. I love mulling over his word and re-reading paragraphs just to soak in a construction of sentences. But for someone like C.S. Lewis, who I also love, I'd be find listening to audio versions (and have for his Narnia series).
Also, books and movies are so very different. Saying you got the story of a artfully crafted book, like Jane Eyre is just ignorant of how the two mediums express things, especially given how much Jane Eyre is a book about the interior of the character, which is something films are terrible at expression.