importing Rhino means you can directly interact with RhinoCommon. This way you can generate geometry without necessarily adding it to the document.
RhinoScriptSyntax, as the name implies was made based of RhinoScript and tries to mimick Rhinoscript using python and RhinoCommon. In fact, if you study the rhinoscriptsyntax methods (using debug mode and step into…) You will see it uses both Rhino methods as well as scriptcontext methods.
scriptcontext is like a bridge between RhinoCommon and the Rhino document. So you generate geometry using Rhino methods (For example
my_sphere = Rhino.Geometry.Sphere(center, radius)) and add it to your Rhino Document using scriptcontext (For example