Thanks for the background. That helps to bring pertinence to your question.
Within the same manufacturer, the 2N2222 die is identical. So all non-thermal parameters would be the same regardless of the package style. You may find differences between manufacturers using the same package but it probably won't be significant and they may in fact just be marketeering.
The thermal resistance of the die to the case, RθJC, is nearly identical for the TO-18 vs the TO-92 version. So the thermal performance with a heatsink will be the same.
What might surprise you is that the thermal resistance of the die to air, RθJA, is often higher for the metal TO-18 case. I suspect the reason for this is that die is attached to the internal metal base but the upper portion of the die and the bond wires are open to internal air compared to the TO-92 case where the entire die and all bonds are encapulated in the epoxy. No matter the cause, the result is that the TO-18 case will often dissipate slightly less power than the TO-92 package. But check the specific spec sheets to compare RθJC if that fits your application.
Make sure to buy your 2N2222 from a reputable, US distributor unless you are prepared to characterize a batch of them yourself. The eBay, et al crowd tends to sell "bargain" versions that you may have to pick through.
- Glenn W9IQ