Running

Bought a few $10 pairs of gym shorts from a big box store, probably an 8" inseam. I wear boxer brief style compression undies when I run, so netting and how they feel on my skin isn't really an issue. They have side pockets that are fine for carrying my key fob, which is the only thing I really need for most runs. On runs they seem completely adequate. What am I missing by not wearing more expensive or nicer shorts purpose made for running? Is it one of those things where if I try something nicer I won't be able to go back?