same game on NES and MSX, the best version?

Some games are quite different, like Metal Gear

Some old MSX 1 games are more playable on NES due the scroll.

If a game has both a NES and an MSX2 version, like the Ys series for example, you can usually just skip the NES counterpart.

Exceptions are games as Contra (especially the fan translated Japanese version!!!) and Vampire Killer/Castlevania, since it's quite different (and easier) and it's fun to have it scrolling for once.

And I prefer the MSX PSG sound too, like pitpan.

I agree with most, in general NES beats MSX1, but regarding MSX2/2+, then it's fair game - and usually MSX2 games have better graphics.

Could these very fast parallax scrolling platformers be done on MSX2(+) like Battletoads, Kirby's Adventure etc.? How in earth have the developers achieved something like these in not so very good machine overall?

NES is tilebased + faster nametable access + real scroll registers + easier sprite (no 512 byte colortable) handling.
gfx wise the NES is something special. It's quite a puzzle to design the gfx.

The only real strong point of the NES was the nintendo marketing strategy

Maze of galious is also available on both systems. But like Metal Gear the NES version is bad.