Why are the Entity Velocity / Particle Velocity / Linear Velocity not the same?

As the characters are only driven by the particles and not directly snapped on them, you can easily understand why the Entity and Linear velocities are different from the particle's velocity (you can also see the related question on this page)

However why are the Linear velocity and Entity Velocity so different?

First, the Linear velocity is a 2D speed while the Entity Velocity is 3D. On top of this, as its name implies the Linear velocity only accounts for the Linear component of the speed (not the angular one).

However, even if your character is going perfectly straight on a flat ground, the Linear velocity and Entity Velocity WILL be different. Indeed, the Entity Velocity is the velocity of the root bone of your character, which moves independently from the position of your character. E.g. a jumping in place character will have a 0 linear velocity, while the speed of its root bone (Entity Velocity) will always be greater than 0 (going up or down).

The conclusion is that you should not rely on the Entity Velocity to control your locomotion (e.g. triggering a different style...)