With freezer paper you stabilize your fabric to draw the design on, but is removed, so that stability is gone. Is useful for needle turn applique, but nothing more. Some people use it for machine applique, but when you are done you have to make a small cut on the back of your work to remove it. I am not sure I would want to do that.
Fusible web is used to permanently attach the applique piece to the background. It can be then machine stitched around the edges to prevent it from fraying in the future. You could do needle turn, but have to make sure you left enough around the edges to turn it, or just do a hand whipped blanket stitch without turning the fabric under. Certainly, two totally different uses.