Some of the key differences between impact sockets and regular sockets are directly related to the need for extra strength in the former. The first and most important is the metal used. Unlike the chrome vanadium finish found on most handheld sockets, the shock units are made from chrome molybdenum and then carbonized, giving it a solid black appearance.
Molybdenum, as a metal, absorbs vibration better than vanadium, which tends to crack and splinter when repeatedly struck by the hammer of an impact driver. Carbonized metal also helps increase the overall strength of the metal itself.
You'll also find a locking pin inside most impact sockets to prevent them from vibrating away from the tool while in use.