From google:"When comparing EPS and XPS board densities, the compressive strength of XPS is greater than that of EPS."
That's a great study:
Long-term water absorption tests for frost insulation materials taking into account frost attack - ScienceDirect
4. Conclusions
On the basis of the research the water absorption on XPS specimens is significantly minor compared to EPS specimens that were studied. The most significant result was that freezing of test specimens did not affect on water absorption of XPS specimens but had a major effect on water absorption of EPS specimens. With frozen EPS specimen the absorption continued increasing even after 48 months of immersion. Presumably the reason for such behavior is that the pore structure of EPS is not able to resist the tension caused by freezing water and therefore cracks are formed. Thus, more water gets absorbed inside the EPS through the cracks and it causes cracking deeper in the specimen which is why absorption increases after every freezing period.
But, I wouldn't be too worried, you should be fine in the garden room, 125mm sounds plenty to me.