Near the equator 1 degree N-S is the same length as 1 degree E-W.
UTM zones rotate the coordinate system to have an "equator" that runs through the poles . The different zones set this "equator" at different longitudes, or meridians.
So at that longitude, in UTM, one unit of distance (metres) N-S is the same E-W. Whether that's on the real equator at that longitude or on the poles or anywhere on a line between.
The distortion you see is because your points are further from that "equator" meridian in one of the UTM zones. Its like if the points were on the equator in a lat-long system or positioned a bit north of the equator.
If you want a precise distance, transform to lat-long and do a proper ellipsoid or spherical distance. This should be much closer than with two UTM systems.
 its also not a lat-long spherical coordinate system but a cylindrical projection, but near the UTM meridian that's not that relevant to this.