They gain something from choosing one of them, but it can sometimes be unclear what. After the cut scene, the character (Amy or Jack, depending whom the player chooses at the start of the game) wakes up on the beach.
Selecting one path grants benefits, but their importance may sometimes be ambiguous. Following the cut scene, the selected character (Amy or Jack, depending on the player's choice at the beginning of the game) wakes up on the beach.