I don't understand why he used "than SHIELD", not "on" or "from". Could you explain why?
Excellent question! "Different on" would be grammatically and contextually incorrect as the "on" would mean the object still exists, in this case, SHIELD, and the conversation is about being separate from that. "Different from" and "different than" are actually both correct and commonly used in American English. The meaning is the same for both and they are interchangeable. Even though "different from" is still more common, the use of "different than" is not an error and means the same thing. As a tip, "different than" is not really used in British English and may sound strange to a British speaker. So when in doubt stick with "different from". Ex: Your hair is different from your picture. Ex: Your hair is different than your picture.
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