Now I have never used redis in this capacity but these sorted sets(a data structure that maintains it's sort as data is entered I assume) how is that different

Now I have never used redis in this capacity but these sorted sets(a data structure that maintains it's sort as data is entered I assume) how is that different from "create index on player_score (score)"? that is, an index on the score column. which will create a data structure that maintains it's sorted nature as data is entered. My naive view is that you create a sorted set every time you define an index. that is, the opposite of "super hard to model with SQL"