The biggest difference is probably CUE is Turing Incomplete, which means no programming or functions. CUE is logical and proves that what you have written is valid and correct.

CUE is a superset of JSON, so all JSON is valid CUE.

The other main thing is the value lattice where everything from abstract types to concrete data lives.

I haven't actually used Dhall, the syntax rubs me the wrong way or something.

Dhall is explicitly not Turing complete, afaik

You are right, I did a bit of reading. It's more restricted than CUE in some cases, like defining infinite structures is possible in CUE.