I had a DFGT for a couple years before I got a G25 and now have a Fanatec CSR with CSR-Elite pedals.
I did get used to the DFGT pedals after a while, but it just never felt right to me. The G25 felt better but I didn't get any faster. Now the setup I have now transmits the ABS vibration to my wheel and I really like it.
So I would say yes, the more expensive pedals will provide a better feel for ABS. Also there are the Fanatec Clubsport pedals which have the vibration function in the pedal, but I've read mixed reviews on how effective it is.