Endgame practice mode differs from theory mode, in that it does not force you to follow the optimal line. You can play any move you like, including moves which dramatically increase the number of moves required to mate. Practice mode can be useful for practicing endgames in a manner closer to how you would play over the board, and can be less frustrating than being forced to play optimal moves at each point. However practice mode can also be quite difficult in endgames you don't yet understand well, as it can be hard to get closer to mate when you are not forced to play optimal moves.