Hi @Asfandyar70754,
There is a big difference on how these devices are working. FTD is doing inline inspection, meaning that it is acting as man-in-the middle for your connections (in your IP header you have PC IP as a source and some IP as destination, usually public one, e.g. of cisco.com). This can often be very tricky, as PC is unaware that someone/something is messing with their connections and can report some issues. On the other hand, WSA is working as a proxy (explicit or a transparent one), meaning that connections are coming to WSA as destined to WSA (in your IP header you have PC IP as a source and WSA as destination, and inside the packet, you are asking your WSA to proxy you to some URL, like cisco.com). This also means that you are talking only to your WSA, while your WSA is talking to the Internet, protecting you directly from certain exploits that could potentially target your PC directly otherwise (in this case, they would be destined to WSA, which is a security device, and much harder to be targeted).
Again, due to its nature, some things are much easier to be achieved if you have explicit proxy (e.g. file analysis for malware). Let's not forget SSL/TLS decryption also, which is normally quite demanding for devices such as FTD and degrading performance significantly, which is not something you would want from an edge device which is susceptible to DoS attacks.
I'm of an opinion that URL filtering on FTD is convenient for some smaller customers, which are not very demanding and are looking into some basic functionality. For customers who are interested in doing full blown URL filtering, I'm always advising WSA as a separate system meant for this functionality (and from recently Umbrella SIG, as it can do cloud-based proxy).
BR,
Milos
