this is a proprietary format developed by Microsoft. Users have noticed low error resilience: sometimes insignificant damage to the file can cause the file not to play. Besides this, the closed format hampers its proliferation outside of Windows platforms.
An SPX file is a Speex audio file saved within an Ogg Vorbis container. Speex is an open source patent-free audio format designed for speech compression. It supports variable bitrate (VBR) encoding and several features not found in other audio codecs. Some examples include embedded encoding, intensity stereo encoding, and voice activity detection.