Whats the difference between BMX aheadsets and Road/Race aheadsets?

dunno about actual compatibility in fitting but bmx heasets tend to be more beefy, cheaper, made of more corrosive materials and are less well sealed than mtb/road headsets. depends what you want really, mostly i'd never go for a bmx one unless: im really broke, (then second hand quality one would be better), gonna really really abuse it (i'd be more worried about my bars/frame/fork/wheels breaking if this is the case), and dont mind maintaining it yourself, (boring but easy). and if you have a decent frame, just go to a bike shop to squeeze it in , or someone who wont ovalise your headtube with brute force and a lump of wood.
You're talking about old BMX headsets from the 90s.

Current BMX headsets are good quality internal headsets which run a 45/45 degree angled bearings. These will fit some but not all road frames, it depends on the angle of the contacts in your frame headtube.