Why exactly is the feature on Io called a volcano, and the feature on Enceladus called a geyser?
The difference between a volcano and a geyser is defined by what is being ejected.

Volcanoes eject lava, which is molten rock. Molten rock that stays underground is called magma, but when it reaches the surface, usually via a volcano, it is called lava.

A rock is composed of minerals, such as sulphides and silicates. The volcanoes on Io eject lava that is "composed of various forms of elemental sulfur. The colouration of the flows was found to be similar to its various allotropes".

Some volcanoes on Earth also eject elemental sulfur, such as Mount Ijen in Indonesia.

Geysers on Earth typically eject water or steam. But elsewhere in the solar system cryogeysers exist; they eject "volatiles, together with entrained dust or ice particles, without liquid".

On Enceladus, the geysers eject water, ice particles "and smaller amounts of other components (such as carbon dioxide, nitrogen, ammonia, hydrocarbons and silicates)". Unlike in lava from volcanoes, the silicates ejected from geysers on Enceladus are a minor component of the ejected material.

In addition to volcanoes and geysers, there are cryovolcanoes, also known as ice volcanoes, on some bodies in the solar system. Like geysers, they eject volatiles "such as water, ammonia or methane, instead of molten rock. Collectively referred to as cryomagma, cryolava or ice-volcanic melt, these substances are usually liquids and can form plumes, but can also be in vapour form. After eruption, cryomagma is expected to condense to a solid form when exposed to the very low surrounding temperature."