When I just first started, I used the drain opener lye, picked it up at a hardware store where I was shopping for other soaping accessories (eye protection, wooden spoons, gloves, you name it). It did the job well - couldn't complain really. Then I purchased a large amount of lab grade, 99%+ pure sodium hydroxide from these guys -
http://mistralni.co.uk/. I still had some of my old lye sitting around, so I was working my way through that before I was going to use the lab grade one.
Then I was making this one batch, which I was going to make using a CPOP method + water discount. Because of the smaller amount of water, the sodium hydroxide just wouldn't dissolve in it completely, no matter what I did. I had to use it as a drain opener in my shower, and remix the lye. So I whipped out the pure 99%+ stuff, and I immediately noticed the difference. The drain opening lye was more like a powder, whereas the lab grade lye was granulated. And it dissolved in the same amount of water with no problem at all.
Since then I've only been using the chemically pure sodium hydroxide and haven't once had any problems with it not behaving. It always completely dissolves in the water and is easy to work with. I won't be going back to the drain opening lye again.
It's the same reason why using distilled water is recommended: you want to eliminate all the impurities you can.