The essential difference is that you have to put in energy to pump the fluid through the tube. Essentially a vortex tube is simply a very inefficient refrigerator that is fully in agreement with the second law of thermodynamics. With Maxwell's demon it is not immediately obvious that it has to do work in order to sort fast from slow atoms.

Wikipedia mentions that the inefficiency of that is less than a normal AC unit even.

So the vortex tube is actually using up more of the energy in the system than you might originally expect