Same thing that makes a Leupold VX3 different from a Wal-Mart Tasco: better glass, better build quality, closer quality control and tolerances.
A better quality lens for your Nikon doesn't have to be expensive, though. You might try out the Nikon DX 35 f1/.8. It has an excellent reputation as a very sharp lens.
You might also take a look at Ken Rockwell's site:
www.kenrockwell.com He has extensive reviews of almost every Nikon lens and while his opinions are sometimes over the top, the information in his reviews is very useful.