Japanese gyoza wrappers tend to be thinner than many Chinese-style jiaozi wrappers.
One reason is manufacturing. Most Japanese restaurants and food producers use machine-made wrappers, which can be rolled to a consistent, relatively thin thickness. In contrast, some Chinese jiaozi traditions rely on handmade dough wrappers, and those may be thicker and more substantial, especially in northern Chinese home cooking.
The comparison is a tendency, not an absolute rule. Chinese jiaozi differ greatly across regions, and thin wrappers are also common in Chinese restaurants and households that use commercially produced skins. The wrapper itself does not determine whether a dumpling is Japanese or Chinese; filling, seasoning, cooking method, and local tradition matter too.
Japanese gyōza are often pan-fried as yaki-gyōza: the dumplings are browned on one side, then water is added and the pan is covered so the upper portion steams. Their fillings commonly include pork, cabbage, garlic, and Asian chives. Their thin skins suit this crisp-bottom, steamed-top preparation and help distinguish the familiar Japanese restaurant style from some thicker-skinned jiaozi.