Sounds like you must not have that stable of an internet connection. Adaptive streaming is very cool tech, but boy oh boy does it look bad when the quality has to adjust.
That's why your stored file looks better. It's just the max bitrate stream that's been captured. No random quality adjustments to cope with changes in internet speed.
The flip side is that a LOT of folks could be using the same service at the same time. I noticed this when trying to watch the new Hocus Pocus with my kids on Disney+. Disney was so overwhelmed the stream wouldn't even start. I have gigabit fiber so it wasn't on my end.
I downloaded a copy and it worked perfectly, as expected.
Long story short, streaming services adjust quality and sometimes it sucks. That's why I do what you do and have everything on my NAS. No more dealing with crap quality adjustments.