You don't say what size the inserts were but as you compared them with 1/4-20 I guess they were 1/4-20.
Your face results are almost the same as I found in similar testing.
Here is a slight extension to your test which I found may a significant difference. Countebore the pilot hole for the insert to the insert OD size for a depth of about 0.10".
What I observed happening with the insert just screwed into the pilot hole was that a crack in the surface of the mdf would start at the point where the OD thread on the insert cut its way into the hole; then the insert would pull out slightly sideways.
With the counterbore the entry cut is below the surface of the mdf and a crack does not start at the entry point. The insert pulls out straight up and the retention is at least 30% stronger.
An open mind is a virtue...so long as all the common sense has not leaked out.