You're asking the right questions but before you blame the drying process or harvest season, make sure you're comparing apples to apples.
You didn't mention what type of wood you're using when you buy dimensional lumber vs. rough lumber, but the type of wood may be a large factor. For example, Douglas fir, which is commonly sold as studs and dimensional lumber in some regions, does not hand plane as smoothly as hardwoods such as oak and walnut. A sharp blade will plane all three pretty well, but hand planing oak is like hand planing butter compared to hand planing Douglas fir. Generally-speaking, softwoods like those typically used to manufacture 2x4s are typically more resinous than hardwoods.
Getting back to your original supposition: yes, it is possible to improperly kiln dry lumber, and this causes case-hardening and can have cosmetic implications, as well, as mentioned in an article from The Wood Database. Moisture content can also affect how easily you can work the wood. But the type of wood is probably the most important factor in determining how well you'll be able to work a given piece of wood.