السلام عليكم
The both we use them for the same case, therefore the more common and that we use in يجب عليه أن
يجب عليه+ المصدر
This is a smaller difference between them, the second with lahu we sometimes use for a reason of for someone or something for example:
أمور كثيرة يجب له أن يحترمها
many things he should respect them.
Here I meant by using la لَــ the things what he should care about.
But rarely when we use يجب له أن | يجب له + المصدر
The important is to know how using them. :)
و الله أعلى و أعلم