Over the counter stuff works... it just doesn't work as well. Usually the durability of the wax is measured in weeks where a quality sealant will last for months and months.
They are cheaper for a reason, it's because the average car owner doesn't want to spend more than $20 on a wax from the store. Because of that they make products that are in that range and don't last as long so people will buy more. Every now and then they come up with a product that is marginally better and everyone is wow'd by it... when such things have already existed in the higher end products for years.