The Piccolo Pro has a simpler design, especially in the tail. It has a tail motor with a fixed pitch tail rotor blade for it's tail design. When you crash, you take out the boom, and thats usually it. With a Hornet, you take out the boom, that tiny carbon drive wire, sometimes gears, etc. It's just more moving parts. Plus, the hornet needs another servo for the tail, where the Piccolo doesn't. You may argue that that weight is accounted for in the Piccoboard then, which, maybe it is, maybe it isn't, I haven't checked!
The Piccolo Pro has a head that is meant to pop off in a crash. If you feel you might be crashing a lot "if you are a beginner" this is a good thing to have, it will lower the amount of damage to the heli when it comes off. It does have a clip that comes with it, that you can put on, which will prevent the head from popping off, although mine still pops off with the clip on sometimes.
As for stability and controlability? Its a horse a piece. They are both nice flying machines. If you fly either, I can't say you will notice a difference. My Pro in complete stock form, and even with NiMH batteries, I can do loops, rolls and inverted, sideways tic-tocs, etc. Try to see if you can test both out somewhere! I live in Wisconsin, you can fly mine if you want hah.
Email me if you have more questions.