I wonder what makes these connectors different. Do you think they use a higher grade wire? or what. I am having a hard time thinking what could be different in them.
The exact shape of the contact wires and the dielectric constant and shape of the plastic between them are very precisely calculated and controlled in production so that it does not create an impedance blip in the transmission line.
As an example, consider two sections of coax cable with the same characteristic impedance and different diameter center conductors. To make the inductance of the wire have the right balance to the capacitance from the center conductor to the shield, you have to also vary the thickness of the insulation, the dielectric factor of the insulation, or both.
If you try to splice the two types of cable together mechanically there will be an area of overlap of the electric and magnetic fields right at the transition which will show up on a TDR as an anomaly.
If, on the other hand, you use an adapter section which tapers the size of the center conductor and the thickness of the insulation over a distance of several inches, you will not see that lump change and the reflection will be reduced.
In real life, the connectors which are fastened onto the ends of the coax to terminate them make a transition from a particular design cable type to a common form factor for the connector interface.
For an F type connector, this is made more difficult since the center conductor of the cable is actually also the center conductor of the connector.
The optimized modular connectors work in a similar way to reduce the impedance lump which causes reflections.
It may also involve more expensive metal or plastic to hold the tighter tolerances, but that would not be a given. It is really the shape that is critical.
And, of course, a bad job of terminating the cable to the connector in the field could easily undo all of that effort.