Have you contacted Griot's? I've been using their clay for years and it's the best I've used by far, this is the first time I've ever heard anything like this about their clay on any detailing forum.

If you lubricate improperly, I can see this happening (which, by the way, their Speed Shine is the best detailing spray and clay lubricant out there) - I've never had their clay leave residue except when I didn't have the surface lubricated well (user error on my part). If you spray the clay and the paint surface it is completely easy to use and leaves no residue at all - I even have their foam holder for the my orbital, works great and can clay in no time flat - cannot even begin to have it work well with the others you mention.

Give them a call and let them know what you experienced - they unconditionally guarantee all of their products, which is likely more than what you'll get from the other manufacturers.

edit:
Just to be clear, not questioning your experience, just pointing out that their customer service is really great - can't go wrong with a "no questions asked" guarantee...