i think a better comparison would be switching between the heads into the same speaker cab. Mesa cab and Marshall cab (and speakers) can vary quite a bit.
Truth be had, you almost never hear or at least I haven't, of modded Mesa amps. I think in most people's minds, Mesa are already a modded Marshall and then some. Kind of "if it ain't broke ... " Most of the time, a Mesa has more gain than most people will ever need and there's a reason why people mod Marshalls (although I don't necessarily agree with it) and that's to get more gain.