The bridge allows you to upload to My Backyard Weather (which then feeds WU) without having a PC running 24/7. It currently doesn't have support for saving data locally, or have any interface to retrieve data from the weather station other than from MBW or WU.
The consoles with USB ports (1025, 1035, 1525?) support connecting to a PC for use with software locally, and can upload to MBW and WU with the included software if you leave the connected PC running 24/7.
Since the console and bridge are two completely independent units that both listen and report radio data from the outdoor sensors, there's nothing stopping you from having both a bridge and USB console if you would like both options.....