I think the main difference is the Mexican ones are high density so they will stand up to heavy bag use for a longer period of time (that's why it says they're not recommended for sparring, I think, because the glove isn't softened or conditioned on the outside at all).
Other than that, I guess just read the descriptions. The Mexican style one has latex in the core, not just foam, and the sleeve is triple-ribbed for extra wrist protection. The Pro Training ones have a triple layered core with the foam, but the regular Training ones you linked only have a single layer, and that's without the latex.
Also, the hand is contoured in the Mexican style gloves; it's oversized in the Pro Training Style ones and neither in the regular Training pair.