The Mule SX is definitely appealing for its compact size and trailer fit.
However, if power steering is a must-have for your trails, the MX models typically come standard with Electric Power Steering, which makes a huge difference in maneuverability and reducing fatigue, especially on tight trails or when loaded.
I think you can either get aftermarket EPS kits for some SX models, but that's an added cost and installation, and might not feel as integrated as a factory system.
But honestly, if trail-widening isn't a deal-breaker and you value the steering assist, the MX is likely worth the extra money!