[The Might]

Probably because they both had different intentions.
Melkor wanted to destroy everything, anything that had been created by the Valar, even his own creatures, while Sauron simply wanted to rule over all others.
Sauron even offered his enemies a chance for peace through the Mouth of Sauron. Indeed this could only come at a great price, but still it proves he didn't set out to destroy all others.