Hmm. I've often found it to be the other way around. Ricotta, especially the stuff that comes in plastic tubs, can have a grainy, cottage cheese-like texture and a nutty taste that I associate with whey products. (The fresh ricotta available at Milano and other Italian stores has an incomparably finer texture and fresher taste.) Mascarpone, on the other hand, is essentially Italian cream cheese.
I always thought cannoli's were made with macarpone, I know the difference is slim but mascarpone has this grainy nutty taste not always found in ricotta.
Steve's right about the cannoli fillings, BTW. Ricotta is classic. Don't recall ever running across a mascarpone-filled cannoli, though.