It is due to American vs. European expiry, American expiry having higher IV due to early assignment risk, supposedly. I don't know exactly how much this impacts the IV of these series in practice; the bid/ask spread for SPX does seem a bit wider (due to contract size and/or popularity with retail, perhaps), and that may overwhelm any minor IV deficit in SPX.
The only difference in price between spy and spx should be American vs European and the dividends. However a proper implied volatility model should account for both.
