«جَاءَ زَيْدٌ وَهُوَ مُتْعَبٌ»
Zayd arrived while tired.
«قَالَ زَيْدٌ ـ غَفَرَ اللَّهُ لَهُ ـ كَلِمَةً حَسَنَةً»
Zayd—may God forgive him—said something good.
In the first, «وَهُوَ مُتْعَبٌ» is a circumstantial clause attached to the arrival. In the second, «غَفَرَ اللَّهُ لَهُ» is an independent prayer inserted into «قَالَ زَيْدٌ كَلِمَةً حَسَنَةً». This is the structural difference between a circumstantial constituent and a rhetorical parenthesis.