Don't think of them as expirations, but rather date ranges for potential volatility to express itself. The greater the length of time for exposure, the greater the chance there will be more price movement during that range. In the first example you asked about, the earliest A leg you could long (short) is Dec 2023, and the farthest out B leg you could short (long) is Dec 25. So that's 2 years of exposure in toto. It's the farther out leg that really drives the margin requirement, because that's more of the "potential". But the CME just clumps them into a date range. So you could long Dec 23 and short Dec 25, you have 1300 margin. But you could long March 24 and short Dec 24 and you'd still have the same requirement, because that's the margin tranche those contracts fall under at the moment. As time get closer to the farther expirations, the margin requirements decrease as the potential volatility becomes more "known". In the second example, each leg is the same 5 contracts, Dec 24-Dec 25. So long (short) Dec 24 and short (long) Dec 25 is same margin requirement as long (short) Jun 25 and short (long) Sep 25, as of today. Remember, as time goes on, those margin requirements get adjusted (usually lower) as the contracts come closer to the current date. If you want to know the exact formulae for how the CME calculates the SPAN on spreads you'd have to contact them, as I have no idea.
When analyzing the future calendar spread chart, its range appears predictable and seems to offer easy profit opportunities. However, there is always a catch in such situations. Could you clarify what the catch is in this case?