As I see it ,there is no difference.They are synonymous.I am not sure but I think in English "this"and "that"preceding adjectives also almost mean the same thing----"so".similarly ,in Chinese "这么"and“那么”are both to add a extent to adjectives。The only context I can think of when they are contrasted would be when they appear in the same sentence to diverge two things，like“别那么做，这么做”----“Don't do it like that，do it like this”，or”他没有那么高，而只有这么高“----”He is not that tall ，but only this tall。“Did I make it clear？

typical Chinese speech pattern in English you say "i'm not as " but in Chinese you say "i don't have" 我 没有 你 说的 那么 漂亮 = i don't have so beautiful as you said (i'm not as beautiful as you said) 妹妹 有没有 姐姐 这么 高？ = does little sister have as tall as big sister? (is little sister as tall as big sister?)

我没有你说的这么漂亮？ ok 妹妹有没有姐姐那么高？ ok

我觉得看情况判定的,生活中看久了就自然习惯怎么说。 懂意思后,随你想用的方式使用。