Yeah, 14mm has faster aperture (good for low light photography without tripod, but almost pointless in daylight or when you use tripod), it might be a little sharper across the frame, and it is a little wider.
15mm is very compact for such an ultra wide. And it has a certain character that a lot of people value.
Basically, your choice comes down to 14mm (typical modern lens, sharp, big) vs. 15mm (Pentax special, unusual lens)
Some other choices to consider are the Pentax 12-24mm f4 (has a convenient zoom range. 15mm and 14mm are very very wide, you really need to learn how to use it) and Samyang 16mm f2.0 (manual focus, but sharp, fast aperture, good lens all around, especially for its price)
Other links you might be interested in:
https://www.pentaxforums.com/reviews/pentax-da-15mm-f4-limited-review/introduction.html https://www.pentaxforums.com/reviews/pentax-da-14mm-f28/introduction.html