Generally road shoes are stiffer, hard to walk in, and better (in some cases much better) at power transmission than mountain shoes. The pedals tend to have larger platforms to distribute the pressure of the pedal stroke over more of the foot, this lowers the occurence of hot spots (localized pressure on the foot, resulting in a hot feeling & blisters in some cases).
With that said, if you're used to your MTB pedals and happy with them then you could get an MTB pedal with a universally drilled road shoe, that would give you some sort of compromise.
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