Voltage regulator selction based on Junction−to−Ambient thermal resisatnce
The thermal resistance impacts how hot it will get under load, and as such, the power that can be dissipated inside of the device. If you are really pushing the limit of these devices, you would want the one with the lowers thermal resistance. Keep in mind though that this thermal resistance can be dependent on layout of the pcb, as well as the copper thickness. 

It could be that one of the two parts has a bad junction-to-ambient because the writers of one of the datasheets decided to specify the junction-to-ambient with a given pcb heatsink, while the others did not.

All in all, it is very dependent on design constraints. Often you would just want to go with the cheapest part that will meet your specifications (and is available and from a manufacturer you trust etc.)