All other things being equal, the heavier anchor is going to dig in better/faster. Certainly a lot of chain dragging an
aluminum anchor along helps it to set, but there are circumstances where weight makes a different, such as in
grass beds. Also, a heavier anchor is going to stay set and reset better than a lighter anchor (again, all other things, like specific design, being equal).
The danforth design lends itself to lighter construction as it is flat with articulating flukes. But being lighter than most other designs (even the steel version), there are circumstances where it will have difficulty getting enough "bite" to start a set.
I've never used a Spade anchor so can't comment on it specifically, but the general design seems like it would benefit from increased weight, which explains why the lighter aluminum versions are rated lower than their steel counterparts.