This gives a good explanation.
https://www.thk.com/jp/en/products/b.../support_unit/

I typed a reply but got a "bad gateway" when I tried to post. I usually copy the message before trying to post, just in case - but Sod's Law. Doh!

BK is a fixed brg that takes radial and axial thrust, whereas BF only provides radial support. If the ballscrew expands or contracts, no stress is imparted to the ballscrew or machine frame. The stepper is next to the BK so that there is no thrust on it.