The answer is - they do completely different things. The main feature of Reflector is decompiling CIL to C#, so you'll get code in a high-level language. The feature for generating symbols allows you to debug running programs - this is basically the same as if you generate symbols from your own code. If you can download symbols, you don't need to generate them, of course, you'll just say Visual Studio where to find them - as you do in WinDbg.
WinDBg, on the other hand, is primarily used to analyze programs *after* they ran, therefore it allows you to analyze memory dumps and such things, but not to decompile CIL or generate symbols.
You could use Reflector to generate symbols and use them in WinDbg, if you needed to do a post-mortem analysis of some application without symbols.