Usually, they have more power, and they feel more solid, less tinny, less plastic. Easier to come by a bigger engine, so the acceleration is smooth, and the engine doesn’t sound like it’s overworking itself when you accelerate. You feel more attached to the road. The more money usually does get you a noticeable difference in driving experience and finishing touches in the car. Still, you overpay, so to speak, for the name.
Sometimes they don’t feel more “comfortable.” Some performance luxury cars have harder seats, and are really meant for performance driving, and not so much for long distances.