If you do println on serial port, then the next output will start on a new line in the serial monitor. Serial monitor understands those two characters. It makes reading the output so much easier. On the other hand, the LCD controller doesn't understand the new line characters so it just prints out some random stuff. If you need to start a new line on an LCD, you will have to do it with setCursor to a new line.
Another major difference between LCD and the serial monitor is serial monitor scrolls the information when there is too much to be displayed on the monitor. LCD will not. There is no scroll mechanism in either the LCD controller or the liquidcrystal library.
To implement both scroll and new line is quite time consuming. On the other hand, my phi-panels can process all that and a whole lot more like rendering menus etc. I do sell them so take my recommendation with your own discretion. I am, anyway, pretty proud of what I designed 