Agree ako 100% with you, weddingsinger. The fact of the matter is, FX houses and studios take the time to "dirty up" their final products during final passes/composites para nga mas natural ang dating. They add film grain, noise, etc., so the CG and other effects don't stand out like a sore thumb. This is especially true, and required, when the work is in film resolution, since screens in moviehouses are so large that mahahalata talaga ang daya.
I remember we had a project in Roadrunner called "Doomsdayer" (a forgettable B-movie for a US outfit that eventually, I think, went straight to video), where we were required to make shots of a space satellite, and various submarine shots with underwater explosions. I remember we had a hell of a time making it because the clients thought our CG work was too clean, and we spent two weeks overtime just to dirty up the sequences to be convincing.
But remember, FX houses' output is in digital format, then processed to film, or "put in the can" so to speak, for showing in moviehouses. When the work is released in digital format, as in VCD or DVD, studios go back to the source and re-process it for the appropriate format. Eventually, the CG and FX work is taken straight from the digital source, hence they have a tendency to come out too clean.