The main difference is that a JSPX file (officially called a ‘JSP document’) may be easier to work with because the requirement for well-formed XML may allow your editor to identify more typos and syntax errors as you type.
However, there are also disadvantages. For example, well-formed XML must escape things like less-than signs, so your file could end up with content like:
<script type="text/javascript">
if (number < 0) {
The XML syntax may also be more verbose.