Like Ubbe said, the 436 has 2 physical 455khz filters, which have very good tolerances. A SDR doesn’t have different bandwidth filters, so it’s done on the software side in conjunction with whatever SDR your using. From your photos, in WFM, your bandwidth is 15.290khz, which is not that far away from a proper NFM filter of 12.5khz.
I see the same thing on my RTL-SDR and signals, they all show up slightly higher in bandwidth vs. watching the same signal on a spectrum analyzer.
Chalk it up to the cheap SDR your using and the fact they don’t have multiple hardware filters like the Uniden 436/536 (and SDS100/200).
No offense to the OP about “cheap SDR”, but you get what you pay for. Heck, even a more expensive HackRF exhibits the same behavior of the cheap RTL.