The cable routing is different. Ultegra is designed to allow both cables to route along the handlebar (instead of that cable sticking out the side of the brake lever like on Sora), to give you a cleaner look and less chance of the cable getting in your way.
Ultegra is higher quality than Sora. It should shift a bit better, or at least go more miles before it needs adjusting to shift perfectly again. It should last longer.
Ultegra is basically the same as Shimano's absolute top of the line (Dura Ace), except a bit heavier.
If you're shopping around and looking at any other bikes, you may also want to consider Shimano 105. 105 is basically the previous generation of Ultegra without any carbon fiber.