I can clearly tell the difference that XM system sounds clearer. Though these days both sound worse than HD Radio. I have a 2016 Mazda CX5 Grand Touring. The SXM radio in it doesn't go any higher than the channel 200's (sports stuff). I'm missing out on channels in the 300's like Faction the covers channel, velvet, rockbar, utopia, rock and roll hall of fame radio, etc..
If I were to get it again I would just use the streaming service and bluetooth it to the car. More channels, on demand, better audio quality.
For all the years these services have been out, I am quite surprised that nobody has cracked this yet. I remember the cracking/hacking game was huge in the days of Videocipher I/II, cable descrambling, cubes, filters, universal descramblers, 3 musketeers hack, stb cloning, card cloning, card emulation, etc.. No one ever seemed to figure out Sat radio.