The only real difference between an alkanesulfonyl chlorides and arylsulfonyl chlorides is the $\alpha$-hydrogen. In a mechanistic study of the hydrolysis of methanesulfonyl chloride, the reaction was found to have a very small secondary kinetic isotope effect for $\mathrm{pH}<6.7$, indicating no bond breakage to the isotopically labelled hydrogen and thereby an $\mathrm{S_N2}$ reaction mechanism.
For $\mathrm{pH}>6.7$ there is a large primary kinetic isotope effect, indicating bond breakage to the isotopically labelled hydrogen, corresponding to the formation of the sulfene intermediate.$^{[1]}$ This shows that though methanesulfonyl chloride isn't incapable of direct attack by alcohols, in the presence of basic amines, which serve the additional purpose of driving the reaction to completion by accepting the alcohol proton, it is more quickly deprotonated to form the sulfene.
While pyridine isn't that great of a base ($\mathrm{p}K_\mathrm{b}=5.21$) and won't form the sulfene to any great extent, triethylamine ($\mathrm{p}K_\mathrm{b}=11.01$) and trimethylamine ($\mathrm{p}K_\mathrm{b}=9.81$) are much stronger bases and will deprotonate methanesulfonyl chloride to give the sulfene to a greater extent. The mechanism is just as dependent on the base as it is the sulfonating agent, so all these considerations must be taken into account.
$^{[1]}$ King, J. F.; Lam, J. Y. L.; Skonieczny, S. Journal of the American Chemical Society 1992, 114 (5), 1743–1749.