Comparing Megaphone metrics to Apple reporting will never result in perfectly aligned metrics. Megaphone reports on every user downloading/streaming the podcast, whereas Podcasts Connect reporting only shows users on a recent version of iOS and iTunes software (iOS 11/iTunes 12.7 or later). So, if a user is listening on an older version of iOS/iTunes, their metrics will be recorded in Megaphone but not in Apple/Podcasts Connect.
Podcasts Connect is great for listening metrics about users on Apple devices (only) and a general snapshot of metrics, however it should be used in tandem with Megaphone reporting for a complete picture of your show's performance.
One final note to keep in mind, Apple's Podcasts Connect metrics may be up to 72 hours behind real-time.