To make sense of this you have to understand something of the machinery of rulebooks involved in action processing and turn processing. A good introduction to action processing can be found in WWI 12.2 “How actions are processed”. [Note: “WWI” is short for “Writing With Inform”, part of the built-in documentation.] I’m not sure if there’s a similar discussion of the overall rulebook structure for the every turn rulebook, but if you take a look in the Index, you will see it under “Standards” the section titled “Rules added to the sequence of play”.
The rule that you’re referencing (the “room description heading” rule) is defined in the Standard Rules, and it is part of the “carry out looking” rulebook. The every turn rulebook (which would contain any specific every turn rule) is placed into the turn sequence rules as part of the Standard Rules, as well. The turn sequence rulebook is essentially the main loop of a running story, going from parsing to generating actions to processing actions to updating scene status and other bookkeeping like updating scores, light conditions, etc.
Because the “room description heading” rule is in the carry out looking rules, it is called only during execution of a looking action. (As WWI 12.2 shows, Carry out rules are specific to a particular action.) The rules engine doesn’t even look at that rule unless it’s processing a looking action. The every turn rules, on the other hand are executed every turn by the turn sequence rulebook, regardless of the action. So there is marginally less overhead for the “room description heading” rule than an every turn rule – though note that the way every turn rules are constructed (i.e. their preamble, see WWI 19.7 “The preamble of a rule”) means that many rules can be dismissed as inapplicable to the situation before they are executed, so that any overhead is negligible.
As a broader point, I don’t think it’s a good idea to achieve any change in the way that room names are printed via an every turn rule, so the two kinds of rules are not directly comparable in that way. Different rulebooks are invoked at different times for specific purposes, and knowing which rulebooks exist (and their purposes) is important to being able to decide what kind of rule is best to achieve any particular effect. In this case, you would probably be better off with an activity rule (see WWI 18 “Activities” and specifically 18.10 “Printing the name of something”, which is hopefully the right type of rule) , because you only want to change the way the name of that room is printed under very specific circumstances.
I know what it’s like to look at all this whirling complexity at first, but the good news is that it (nearly always) very much makes sense as a system, and it isn’t as hard as it seems once you start to get the hang of it. More importantly, it lets you work with the system instead of against it, which is what it takes to make use of its considerable power.
Get used to the idea that the Standard Rules are effectively part of the regular documentation, and don’t be afraid to open it up and look at them directly. The debugging verbs (WWI 24 “Testing and Debugging”) are very helpful for tracking the flow of execution, and the Index is extremely valuable to understanding how the program “thinks” about everything, so start poking around in that, too, at the earliest opportunity – though it doesn’t always make sense unless you’ve already read the corresponding parts of the primary documentation.