An MSc and PhD are quite different both in terms of the length and the expectations placed on the students undergoing the program. First, let's just assume that the 'students' I reference below are hard working, want to be in their programs, and make an effort to be a good mentee.
Trying to put myself in the shoes of a supervisor, and all else equal, I would expect (in the general sense) more from my PhD students than I would from my masters students - although I recognize there are probably instances where supervisor expectations might be similar, but I doubt they would expect more of a MSc student than a PhD student.
What I am curious about is how a supervisor might approach their end of the student-supervisor relationship from a pedagogical point of view when the student is a PhD student in contrast to being an MSc student. For example, what values or attitudes might a PhD supervisor try to impart on their student that might not be warranted for an MSc student, or what type of expectations might a supervisor place on their PhD student that might not be appropriate to place on the MSc student?
I say pedagogically because I think the question can be answered without needing to reference a specific field. I'm not sure if it really matters or not, but if you think it does, one can use Canada-US as a place of context.
While some might view the question to be ambiguous, I think it is relevant enough for the forum because it can help shape a healthy student-advisor relationship.