I have installed Jenkins plugins in two ways i.e. manually keeping the .hpi
file in Jenkins home directory, and installing from Jenkins front-end (Manage Jenkins >
Well I think its because Jenkins forked from Hudson so that is the 'H' in hpi. The J is obviously a change to that.
In terms of technology, the jpi plugins are generated using the gradle plugin architecture and hpi plugins are generated with the Maven architecture
Ultimately, as you have found both produce plugins which Jenkins can use. The vast majority are built using Maven but I am a fan of Gradle as it links nicely in with developing plugins in Groovy. You can also build in Groovy using Maven