I skimmed a couple of pages and I haven't seen that anybody has mentioned this yet...
One reason is that not all BMC beers are created equal. Some achieve the colorless/flavorless/scentless aesthetic better than others. Some of them have a nasty aftertaste mixed in, etc.
There is not a great price vs. quality correlation, but there also are reasons not to be the cheapest possible BMC. Of course, I'm lucky in that I live in the same town as the Genesee brewery, which makes dirt cheap BMC-style that is pretty good (for what it is, of course)