I don't own the Lily, so I can't give you an answer there, but I do believe the big difference is the materials used in each one. I highly recommend you check out Carrie Ann's comparison video as she really highlights the differences between the two:
Nea has a slicker coating, while Lily has more of a texture. I do not own either, but I have held both of them at the Liberator Store, and I think I would prefer Lily since it seems like it would be easier to grip. As far as I know, though, they are identical other than their coating.
However, my love affair with Siri is still going strong, so that is my pick for a LELO clitoral vibrator.
The only difference is the coating: Nea is a harder plastic, smoother sort of coating and Lily has a silky silicone coating that reminds me of the coating on the other LELO toys I've touched. It really, really depends on which coating you like better: the hard plastic or the silky silicone. Otherwise they function identically.