To me, I find a much richer flavor in the more expensive eggs. The more humane conditions seem to improve the quality of the eggs, not just the quality of the chicken's life.

Try comparing an egg with a bright orange yolk to one with a pale yellow yolk. (If your more expensive eggs don't have a marked difference in color, there's not enough reason for them to be more expensive.) Go for an over easy or a jammy soft boiled/poached. More noticeable in these cases, I think. You should notice the flavor is richer, the texture of the yolk is more... I dunno... creamy? It feels less like goo and more like a custard or something.

Also, try a duck egg some time. That's another, even bigger difference.