おそらくUNIONが必要だと思うので、データの各セットには独自の行があります。
select
(case when max(PK_MTF1000) = min(PK_MTF1000) and count(PK_MTF1000) = count(*) or max(PK_MTF1000) is null then 'same' else 'diff'end)as PK_MTF1000,
max(PK_MTF1000),
min(PK_MTF1000)
from MTF1000 where ORG=' BULGER CAPITAL LLC'
union all
select
(case when max(MID) = min(MID) and count(MID) = count(*) or max(MID) is null then 'same' else 'diff'end) as MID,
max(MID),
min(MID)
from MTF1000 where ORG=' BULGER CAPITAL LLC';