I do not know why some drill bits horrifically suck azz when faced with metal but they do. They shouldn't even make them.
1 factor on that can cause what you mention above though is RPM of the bit. Even the most expensive cordless drill wont make enough rpm to drill metal well with an old fashioned spiral drillbit like they made 50 or 100 years ago. They cut so little and so slow that only a corded drill stands a chance. Self tapping screws are really aggressive at those cutting fins and will rip through 1/8in thick black lintels and even 1/4" stuff maybe in softer metals like aluminum (in cordless drills too) but i have never been able to punch through 1/2" or thicker stuff with self tappers. For thicker steel and whatnot i always use less aggressive bits with carbide tips etc and a corded high rpm drill. The speed at which different models of corded drills operate their RPM varies widely depending on which style. The bigger 1/2in chuck drills that my guys use for high torque are good for stuff like mixing 5gal buckets of mud or boring holes with low speed, high torque drill bits thru thick wood. Those drills are big, slow and strong like a diesel engine. The best ones for drilling high speed holes with spiral bits are quite a bit smaller and usually not very expensive. Think the Dewalt that I use for that was about $60 or $70 at Lowes a few years back. Its crazy how many different models of drills there actually are from each big company. I have never needed a bunch of different ones thankfully and can get by with 4 or 5 total at this point in life. Hope this helps McDad. You're still my Ninja Turtle bro. I know I will never be starry eyed little Louder See Dead People...but really who can?