Hard to say without knowing the keywords and probably also better knowing the two markets. However I can hazard at a few of the factors that might be at play.
Difference in competition
The most obvious possibility is that there is a real difference in business competition. The markets are different, so there will be differences in the supply/demand of various products and services as well as geographic terms. Let me pull a example from my big bag of national stereotypes: I would imagine that the competition for terms around tequila would be higher in Mexico than Spain.
Difference in dialect
Despite the common language the phrases used can differ. I've been doing a tiny bit of work for the Brazilian market and we've noticed a number of differences in the terms used by Brazilian Portuguese speakers and Europeans from Portgugal. My impression is that Spanish can vary even more greatly.
Sample Size
A less obvious factor is sample size. All of these tools rely on samples of data. The more niche your query the less accurate they become. Spain has a population of around 47million, mexico 112 million. That could affect the accuracy of data if the terms you are using are quite specific.