To answer your questions......
Re: 'Is there any difference in a 33mm or 34mm carb.'
Yes.
The difference is 1mm.
Re: 'my manual says I have a 33mm carb on my 05 kdx 220'
Your manual is correct. At least the 220 comes from the factory with a 33mm carb. That doesn't mean you
don't have a 39mm carb on there now!
Re: 'would I benefit from using a 34mm and will it fit?'
There would certainly be a benefit, but I doubt you would notice it. It would be a pretty small benefit.
The fit part? It would fit if it was of the same type...a small body Keihin PWK.
Other than all that....the replies above apply!