The two hotel locations are totally different. And the star ratings are different as well.
Keio is on the quiet, business/government area of Shinjuku (West side). Surroundings are quiet and shops closed after ~6pm and on weekends. There is underground walkway to the station, and 1 small block away from the all night restaurant area.
BW as you know is inside entertainment district. The African touts for the adult clubs can be very persistent, if you don't look Asian.