If the 30-day implies 25% and the 60-day implies 27%, the market is not saying the second month will also be 27%. It is saying the average of both months is 27%, which means the second 30-day window alone must be implying roughly 29%. That number is the forward volatility.
This is the fair comparison for a calendar-spread. You are never buying back-month volatility outright; you are buying the forward window, and the question is whether that window is cheap. Earnings dates falling in one window and not the other are the usual explanation for a strange-looking forward.
Example: XYZ 30-day at 25%, 60-day at 27%. Forward volatility for days 31 to 60 is about 28.9%. If XYZ reports earnings in that window, 28.9% may be cheap; if it reports in the first window, it is expensive.
Related: volatility-term-structure, calendar-spread, double-calendar, atm-volatility