As a part of the National Gardening Q&A service I cannot answer for Home Depot as to why they carry one palm over the other. It may just come down to availability or price. However I can comment about the characteristics of those two palms.
Foxtail palms have beautiful and unusual fronds with a bottle brush appearance. They are quite tolerant of soil conditions and are easy to grow. They make a great specimen plant.
Montgomery palms are also beautiful and make a great specimen plant but their fronds are not bottle brushes but rather flatten feather types with wider leaflets. I think the Montgomery Palm is a little more difficult to keep happy depending on the growing site and conditions.
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