The 95W version came out months after the 125W version did.
First releases were 125watt, with better binning and maturity they dropped to 95watt.
The initial 95W C2 stepping ones were undervolted a bit to reduce their power consumption down below 95W. They were also more expensive for a while which made the 125W ones a bit more tempting, but with the price difference between a 945 and a 955 being pretty small its more tempting to go for the unlocked chip.
Well, my mobo doesn't support 125w, only 95w. I am not really going to upgrade now, just checking.