With SPDs (not SPD-SLs), I've noticed that shoes make a huge difference as well. Some of my shoes only contacted the pedal on the metal contact surfaces for an almost sloppy connection, while others contacted the pedal in multiple areas with the rubber treads which made for a more stable platform but harder release. You can't really blame Shimano for the fact that shoe manufacturers will do whatever they want... and sometimes do things that don't make sense.