Let's do a side-by-side comparison:
They're both Medium, no points to either side.
Theros Satyrs have +1 Dex and +2 Cha, while Thylean Satyrs have +2 Dex and +1 Cha. These stat bonuses are both interchangeable on basically any character, especially if the character is being made with point-buy or the standard array. The only place this could make a difference is on rolled stats where at least one stat is even, but since your Dex and Cha are both odd stats, this is irrelevant. No points for either.
Satyrs native to Theros have a speed of 35, while those native to Thylea have 30, which is in favor of Theros, but it's a very small movement speed difference, so I'm only going to give it a half point.
Theros Satyrs are Fey, while Thylean satyrs are humanoid. This gives Theros satyrs immunity to any [X] Person effect that only targets humanoids (e.g. Hold Person, Charm Person, etc). One point for Theros.
Satyrs from Theros have access to any single cantrip of their choosing from the Bard list. Satyrs from Thylea, on the other hand, are restricted to the cantrip Minor Illusion, but also gain the ability to cast Sleep at level 3, and Suggestion at level 5. This is incredibly strong. Sleep straight up removes enemies from the fight with no save, and Suggestion can do the same if worded correctly. Suffice to say that this is strong enough to give Thylea at least two points.
Fey Heritage vs. Magic Resistance
Magic resistance is strictly better. Having immunity to magical sleep from Fey Ancestry is nice, but sleep magic isn't very common, which leaves us with advantage on saves against all magic vs advantage on saves against being Charmed or Frightened. There are a lot of effects that can Charm or Frighten you, and many of them are non-magical (a dragons aura of terror, for example). On the other hand, there are many more effects that will damage or impair you in some way that aren't Charming or Frightening and are magical. This is a point for Theros without question.
Memory for Music vs. Reveler
These are almost the same trait. Reveler grants you two skill proficiencies, Perform and Persuasion, plus an instrument proficiency. Memory for Music gives you proficiency with an instrument, although instead of proficiency in Perform, it gives you Advantage as long as you are using the selected instrument. I'm not exactly sure what the intent was with that, since if you're using Perform, you aren't applying your proficiency with the instrument to the check, so you either have proficiency or advantage. The ability to remember and play any after only hearing it once is fluff. Honestly, there's so little actual benefit to Memory for Music that it's definitely a point for Theros.
Mirthful Leap vs. ...nothing
Mirthful Leap lets you extend your jump distance by a small amount, which is almost never going to come up. Still, this is an extra ability over what you get from Thylea, and is thus worth at least another half point for Theros.
Conclusion: Theros is better
Even though satyrs from Thylea have a pair of very good spells available to them, that's really all they have going for them, compared to Theros. Theros beats out Thylea in speed, resistance, and other utilities, but only barely.