I doubt the "fancy" rodents offered at pet stores are any different than the feeders we buy frozen. I buy mine from RodentPro and they look just as "fancy" as those labelled as such in the pet stores. To me fancy is just a word that allows them to charge a bit more because people think they're special.
Maybe it also justifies it to those stores that refuse to sell rodents to people as food items for their animals. Reminds me of buying live when I first took in my BRB and he had not switched to f/t yet. Went into the store and asked for a rat. The employee excitedly asked, "what color would you like?" My responses was "my snake doesn't care." I didn't think much of it but the face the employee made told me they did. Maybe they kept pet rats.