I've had tons of both. You're probably getting lobster that's been out of the ocean much longer than it should have been. I can't imagine how anyone could not prefer the claw or "knuckle" meat over any other part of a lobster, anyway.
I have to agree with you too. Cold water lobster is hard to beat, not that the spiny lobster is bad though, it just pales in comparison.
I would gladly take lobster from anywhere on Cozumel right now, any of those places beats my office right now.