Chrome-moly means chromium molybdenum alloy steel, the usual material for gun barrels and other parts (excepting things like aluminum AR recievers, of course.)
Chrome lined means that the bore and chamber of a barrel (probably made out of chrome moly alloy to start with) has been plated with metallic chromium. It is more heat, chemical, erosion and abrasion resistant than bare chrome moly steel or even stainless. Chrome lined barrels last much longer than unlined barrels, so if you are conducting a war or otherwise blasting off a lot of ammo with moderate accuracy requirments, it is desirable.
However, it is not possible to do a perfectly uniform job of plating. You won't find many target shooters using chrome lined barrels. They put up with the shorter life of chrome moly (or stainless) barrels to get top accuracy.