I agree with you, and not only do they work different, because it is a bare basics desktop there are a number of features that doesn't come as standard with xfce. I've read that the new version 4.10 is supposed to have them, but if you're running latest, this update is still some time away (about a year I'd say)XFCE seems to be close but so many things work different
A suggestion - Have you given KDE a try. I've tried KDE and to be honest, like it even more than xfce. It's got everything that I need for my work, and I also feel that it's more intuitive to use than gnome was. Yes, when I first installed the kde-full package, it came with all the packages I need and a lot more that I didn't. It took me a full day to sort through what I didn't want and uninstall it.
The CPU usage was also quite high at idle till I found that the nepomuk indexing service was the culprit. I have disabled it at startup and it is now idling at between 2 and 4%, just like gnome 2. And all this without reinstalling my LMDE. I just installed the KDE full package and it pulls in everything.
I still have xfce if not for anything but to prove to myself how much of a difference a DE can make to the speed of your comp. But also because KDE has some issues with playing some gnome games.