Both types use a mix of PNP and NPN transistors in their construction. According to the Texas Instruments data sheet (found here), the LM139/139A is characterized for use over the full military temperature range of -55C to +125C, while the LM339/339A is characterized for use between 0C and +70C.
Allthough self heating through dissipation does come into it, the temp rating is more for the ambient temp.
A military device may be expected to work in artic extreme cold and in a hot desert so needs a wider temp range, automotive use also demands a wide range, your tv however probably wouldnt be used at -55 degrees.