I do believe on occasion that Shimano intentionally makes their lower ended groups less ****ional, even though it cost them the same to make. But one thing that does cost more money and has a big impact on performance is that the cogs, chains, and chainrings on the lower groups are just stamped out of sheet metal while the better groups get precisely machined parts.
Once you go to Ultegra or D/A you will never go back.