Is the Silver iPhone XS more slippery than the Space Grey?

Short answer: Yes.

That PVD coating really makes a difference - noticeably more friction*. Holding the phone by the edges between finger and thumb is harder on the uncoated Silver. Can't speak for the Gold one.

Just a random anecdote as I couldn't find a definitive answer anywhere, and in fact I saw mention of the opposite, which is simply false.

* This varies by biology and environment. I find I am able to hold glass phones nearly perpendicular to the ground using only the friction against my hand (no finger grip at all). The PVD coated edges of the Grey XS exhibit similar properties.