MILP is an inherently difficult (NP-hard) problem, so the behavior of your solver will vary greatly based on which heuristics it uses, what branching strategy you use, and the formulation of the original problem.
It is possible that your MILP solver has a different default behavior for problems with an objective function and pure feasibility problems. Some heuristics (such as the feasibility pump) work well for a wide variety of feasibility problems, but may not necessarily be the most efficient for other classes of problems.
In short, efficiently solving MILPs is a black art that forms much of the basis of operations research.
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