First up on my response is - I think the Mr. Scary does a great job of recreating alot of Lynch's tone for the Dokken days. I use it as my main lead tone now, even though to me it is a great rhythm module as well. I think Jim's recordings on the modules, which was the link above, are great and give an awesome example of the tones capable from the modules. Of course the gain, mid, treble and bass settings can offer different tones possibly to your liking, but there are just so many variations - it'd be impossible to do every one in a seperate sound file. Props to Jim once again.
He (Lynch) has spoke about both these modules on his Dojo forum, which I am a member of and says that the Brahma is more of a rhythm module which alot of people are looking for.
When you ask why there are two modules? Well when he (like most other musicians touring) plays on stage or even in the studio, he has more than one amp setup for certain tones whether that be a lead, rhythm or clean. So when you look at that, it makes sense to have 2 modules that are based off of a "lead" and a "rhythm" tone.
I had the Grail as well, but thought that it didn't have as much versatility as the Mr. Scary did - plus my Dual Rec just smoked it in the gain department so I just stuck with what it was based on, my Dual Rec. I have the Brahma on hold @ Brookdale once they get their first shipment in - so when I get mine I'll gladly post my thoughts on it.