There is a difference, but it's not necessarily large for deep drilling. Once you start drilling large diameter holes deep into the ground, you have to shore up

There is a difference, but it's not necessarily large for deep drilling. Once you start drilling large diameter holes deep into the ground, you have to shore up that hole to prevent it from collapsing in on itself. For wells or expiatory holes, water or slurry is used, but that's not an option in this case, so there will need to be a casing involve. Installing that casing so that the pieces line line up perfectly is a complex endeavor (not impossible, it's been done, just not straight forward as "drill a hole")