What is the difference between doing agile and being agile?

One is real, one isn't.

"Agile" is a description. It is an adjective or an adverb. It is not a noun or verb. You cannot "do agile" or get an agile out of the store cupboard.

Doing Scrum or Kanban or LeSS or SAFe or DAD or Management2.0 or XP or anything else will add some value but WILL NOT make you agile by themselves.

Doing the "next big thing by XYZ big consultancy" will tie you in to whatever that consultancy is offering and may add some value but WILL NOT make you any more agile by itself.

To be truly agile is to embrace the values and principles of the agile manifesto (or "Manifesto for Agile Software Development" as it is properly known). If you haven't read it, take a look: https://agilemanifesto.org.

If you want to start on the journey to true agility, start asking yourself why you are doing things? Is there a better way? How can we add more value to the customer? Until you start thinking like this instead of "what does the book say I should do next?", you will never do anything other than follow a different process.