The cheap fittings tend to leak more easily if they are fitted by guys that don't use paste. Should use paste always anyhow IMO. The cheap fittings have also nuts that are tighter on the pipe which is a pain on pipes that are a tad heavier, like 1/2" or 1" pipes & on slightly swollen pipes that the frost has expanded. I think the fitting itself is usually tighter as well.
The more expensive fittings tend to corrode virtually as bad as the cheap ones.
Cheap fittings would be okay on a heating system (provided you pasted them) as the system will have inhibitor.
Where conex excels is in awkward places you can grip the nuts with footprints or basin spanners easily & you can, after compressing them out of place, tighten a joint, say at a back of a boiler & tap it the last turn tight with a hammer & chisel.
A lot of suppliers here are stocking little or no conex as plumbers just won't buy it.