Big box Pella vs. Pella Pella
First, to bust a rumor, if it's the same model/SKU, it's the same part. If you see a "549E" model at Home Depot, and a dealer also sells a 549E, then it's the real McCoy. However, they may well make a "547H" model that's been shaved for Home Depot (it may even be made by a different manufacturer.) 

The big-box stores are very tough on vendors, on both price and return policy.  A such, many vendors build "Built for big-box" shaved models of their products, with cost-cutting shortcuts that they would never put into a dealer product. 

Support and parts are nonexistent.  We get that stuff donated, and it's the same story - you call the dealer, they hear the model number and say  "That's a Home Depot special, there are no OEM parts for that." It's a throwaway.  The zero parts commonality suggests to me a different manufacturer altogether.  

So is Pella making a shaved version of their window by the thousands for Home Depot?  Oh, very likely.  Hundreds of manufacturers do it.  Part of the deal is they show up on pallets, and obviously are not custom-fit.  Some replacement window manufacturers are able to build to your dimensions. 

That said, it really pays to search for products more broadly than big-box stores and well-advertised "replacement window" manufacturers.  Both of them are complete ripoffs, and they are exploiting the fact that you just don't know what else to do, and this seems easiest.  They profit by seeming easiest. 

Also, keep in mind the whole "replacement window" game is itself kind of a racket.  It's the nature of replacement windows to need to be replaced sooner than you'd like.