Even thought they look really similar and convey pretty much the same message, the timing of their usage makes them just different enough to feel different.
Let's say we take those sentences and make similar ones in English. I dropped the
Albert?as it kind of forces a prior question or wider context.
Making a point:
De nous tous, je trouve que c'est celui qui a le moins changé depuis des années.
Of all our friends, I find he changed the least.
I find this site is really useful.
Je trouve ce site très utile
Je me dis
Similar to self-thinking as je me dis = I tell myself
(Skipped as hard to do 1:1 translation)
When I'm scared I tell myself that everything will be ok.
Quand j'ai peur je me dis que tout ira bien.
Je pense que
Stating an opinion:
De nous tous, je pense que c'est celui qui a le moins changé depuis des années.
Of all our friends, I believe he changed the least.
I believe this answer is the correct one.
Je pense que cette réponse est la bonne.
If those seems to be different to you (they do to me at least) then that's pretty much how the french ones sounds to many of us (different).
They do have enough nuances to sound different