p and div elements are block level elements where span is an inline element and hence margin on span wont work. Alternatively you can make your span a block level element by using CSS display: block; or for span I would prefer display: inline-block;
Apart from that, these elements have specific semantic meaning, div is better referred for a block of content having different nested elements, p which is used for paragraphs, and span is nothing but an empty element, hence keeping SEO in mind, you need to use right tag for right thing, so for example wrapping the text inside div element will be less semantic than wrapping it inside a p