For the most part, the various JDKs not really different. They're builds of the same OpenJDK repo.
They occasionally have a few small changes, maybe with a few extra bugfixes new or a backported.
The one small difference between compiling it yourself is that Oracle does control the TCK, a test suite for the binaries that Azul and others might use but not open to you.
I've got a task at work to install Oracle WebLogic and migrate a legacy app from an older OAS instance. The Weblogic installer didn't even run on OpenJDK, it specifically checked for it and crashed with a "OpenJDK builds are not supported" error. No idea why that is since I read everywhere that they're essentially the same thing.
I believe that when you license Weblogic from Oracle, the Weblogic license includes a license for the Oracle JVM it runs on. So there is no reason to run Weblogic on another JDK/JVM. I assume that Oracle requires their JDK/JVM for Weblogic to keep support simpler.
They occasionally have a few small changes, maybe with a few extra bugfixes new or a backported.
The one small difference between compiling it yourself is that Oracle does control the TCK, a test suite for the binaries that Azul and others might use but not open to you.