Strange. I'm no engineer but I wonder, given that steel is steel, why rotors would perform drastically differently. Maybe hardness / durability, heat dissipation, resistance to warping and what not, but I would have thought a steel rotor is a steel rotor, outside of "extreme" use (super long descent, heavy rider...).
I don't have enough experience with disc brakes myself to have formed a view from experience.
Given the prince difference between my rotors and what Shimano charges though, there would have to be quite literally a magical difference in performance for me to try Shimano ones.