Expensive yarn pills too - it's more how it's spun than the price. If a yarn is loosely spun it's softer, but that's also what allows it to pill more. A single ply of any weight or price will pill a lot more than a 4 ply too.
But good for you on the brioche; it is almost like double knitting, but it's looser than regular rib so it doesn't take as many stitches per row. Nice and cushy warm too.
sue- knitting heretic