It's definitely not all the same, but for this application it's probably all the same.
What I mean by that is, there are a lot of different types of anti-seize compounds with different properties. They're usually some type of friction modifier suspended in a grease. A few are molybdenum disulfide (moly), copper, graphite, aluminum, chalk, etc. They all have different applications regarding the base metals and the amount of torque you're applying. At work, we use Moly 503 and regularly torque things to 20,000 ft-lb.
That said, with a muzzleloader nipple all you're really doing is applying a grease-like substance to keep the fouling out of the threads. There are no exotic or very dissimilar metals involved, you're not (or shouldn't be) torquing it enough to gall the threads, and it shouldn't be allowed to rust together.
I've used anti-seize, bore butter, Crisco, and petroleum jelly on nipples, all with good results.