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.
I'm nearly an engineer and steel is definitely not just steel. The same steel alloy can have a factor of 4-5x difference in yield strength depending on how it is processed. A very
famous example of variation in material properties is the ductile-brittle transition temperature. This transition temperature changes with the specific alloy of steel used. I'm not sure what properties make a good brake rotor but if you forced me to take a stab in the dark, I'd guess hardness is quite important. Again, this can have a very large spread across different steel alloys and even a pretty large spread within how those individual alloys are processed.