Why would here be differences
Because you loaded
my_config into menuconfig, made changes, then saved it as
.config. Of course they are different. If you saved it twice, once with each name, then they would be the same.
If you mean, they are more different than you think they should be, keep in mind there is not a 1:1 correspondence between things you select in menuconfig and changes that appear in the config file.
my_config was the product of an earlier version of the kernel source,
make menuconfig will notice this and convert the file to reflect the newer source version. This means even if you change nothing, just loading it and saving it will result in substantial changes to the text of the file. However, the actual configuration should be essentially the same (generally the changes are the addition of new options with appropriate default values).