Turns out there is no practical difference, but the ellipses can make it a little more legible for reading in some cases. I went into the Chess.com analysis, played a few moves, and then looked at the PGN. The ellipses clearly mark Black's moves if it preceded by an annotation.
Example:
1. d4 d5 2. c4 c6 {The Slav Defense} 3. Nc3 Nf6 4. Nf3 dxc4 5. a4 {With this
move, White prevents Black from playing b6 to keep the pawn.} 5... Bf5 6. e3 e6
Note how that after White plays "5.a4", there is an annotation. It is very legible to see that black then plays "5... Bf5" (as opposed to just seeing Bf5 hanging out there).
However, the ellipses are not required. I stripped out the "5... Bf5" to be just "Bf5", and the import worked normally.
Some PGN files I encounter display moves as 1. e4 e5, while others seem to use 1. e4 1... e5? What's the difference?