Both Leica CL and Leica M Typ 240 have 24.0 MP resolution sensors but Leica CL's sensor is APS-C (23.6 x 15.7 mm ) and Leica M Typ 240's sensor is Full frame (36 x 24 mm ).
Since Leica M Typ 240's has a larger sensor area with the same resolution, this means that it also has a larger pixel area hence better light collecting capacity for a given aperture compared to Leica CL.
Below you can see the CL and M Typ 240 sensor size comparison.
As seen above, Leica M Typ 240 has a 2.3x Larger sensor area than Leica CL. Larger sensors give photographer more control on the depth of field and blurry background compared to smaller sensor when shot in same focal length and aperture.