AlCl3 has a higher charge density which makes the polarization to be high. Therefore AlCl3 has a higher covalent character (stronger bonding).
Covalent character and cationic size are indirectly related to each other. When the size of a cation is smaller, the covalent character would be higher.
In MgCl2, the cation is Mg^2+ and in AlCl3, the cation is Al^3+. The size of Mg^2+ is larger when compared to the size of Al^3+. That is why the covalent character of AlCl3 is larger.