No idea what the difference is, but the three models are mechanically almost identical, so they normally share the same parts for non-cosmetic items. Looking up the parts number, it seems the ABS sensor changed with the major upgrades to the range (2013, 2016, 2019), with some differences for the 500X
The change to the front wheel sensors on the CB500X in 2019 is probably related to it then gaining a larger 19" front wheel size. I am not sure what was different about the rear on the 2016-era 500X models though.
38510-MGZ-J11 SENSOR, RR. WHEEL SPEED — 2013-15 FRX
38510-MJW-J11 SENSOR, RR. WHEEL SPEED — 2016-18 FR
38510-MJW-J91 SENSOR, RR. WHEEL SPEED — 2016-18 X
38510-MKP-J01 SENSOR, RR. WHEEL SPEED — 2019–20 FRX
38520-MGZ-J11 SENSOR, FR. WHEEL SPEED — 2013-15 FRX
38520-MJW-J11 SENSOR, FR. WHEEL SPEED — 2016-18 FRX, 2019–20 FR
38520-MKP-J81 SENSOR, FR. WHEEL SPEED — 2019–20 X
As I have noted before, it seems to me that MGZ refers to parts originating on the original 2013 models of the 500 twin range, MJW for 2016 updates, and MKP for the 2019 update. And the only other models they seem to share with are the corresponding 400 twin models sold in Japan.