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Sign vs Confirm

Whether the button says “sign” or “confirm”, either way you’re cryptographically signing a transaction to PROVE that you are who you say you are and that you are giving your positive permission for the transaction. So, no real difference there.
However, if the button says “sign”, then you’re doing something like user login authentication and there are no fees and there is no entry in the blockchain. On the other hand, if the button says “confirm”, then you’re doing something that will be recorded on the blockchain, e.g. spending coins/tokens or making a game move, and you’ll need to pay transaction fees, which are typically very tiny and fractions of a penny.
In short:
SIGN
CONFIRM
FREE
✔️
HAS A TX FEE
✔️