Hmm.. Strange. With me the difference is hardly noticeable. It's there, but you really need to look for it, and even then.
The only real difference I found is in the loading speed of the graphics and that for some reason the game doesn't allow me to use antialiasing, so I need to force that in the driver if I play in DX9.
But apart from that (and the hotter cpu in DX11) they both look almost the same to me.
Do you have an early DX11 card then? I bet you're missing some bells and whistles.
DX9 spanned what, about 12 generations of GPU's? So basically, not all DX9 compatible cards were the same and that goes for the latest versions too.