Linked servers and sp_execute with FOR BROWSE

Hi, I've a query like so

    SELECT X
    FROM LocalTable WHERE somefield = 1
    EXCEPT
    SELECT X
    FROM LINKEDSERVER.DB.DBO.LinkedServerTable

If I run this, I get multiple calls to

exec sp_execute 100618, XXX

If I change the query to

    SELECT X
    FROM LocalTable WHERE somefield = 1
    EXCEPT
    SELECT * FROM OPENQUERY(LINKEDSERVER, 'SELECT X
    FROM DB.DBO.LinkedServerTable FOR BROWSE')

The multiple calls are removed and replaced with a single, simple

SELECT X FROM DB.DBO.LinkedServerTable FOR BROWSE

I would like to know if this is a 'good' way to avoid the linked server sp__execute issue as this table may have millions of records in it soon. the local table also has millions. If the answer is to copy the remote table across I'm happy with that. Still would like an explanation of why FOR BROWSE helps though. I have tried it without the FOR BROWSE and it still executes one sp_execute per remote row

help appreciated.