Yers, the neon lamp can be used as a voltage clamp, with it having low capacitance, but the voltage will be somewhere between 80 and 130V (depends on the individual lamp, whether it is lit and it's age and use) and will have limited current and power handling. The gas discharge tube can handle very high peak currents and has very low on state voltage with a reasonably defined turn on voltage.
The one you show the picture of has a deposit of Americium sputtered on the glass wall on the inside so as to make the turn on voltage well defined, even in the dark and with a slow rise. It provides a small amount of ionisation current to help start the arc discharge instead of having a glow discharge. When triggered it has a very low voltage drop, even at high current, though the energy it can handle is limited, but it will typically survive a close lightning strike, unlike the neon lamp.