Often the boards referred to as clones are not identical copies. The most common difference is the use of the cheaper CH340 USB to TTL serial adapter chip instead of the ATmega16U2 used on the official Arduino Uno and Mega. Those boards would be more correctly referred to as derivatives. The term "clone" does imply that the hardware is identical.
Even if you get a clone that is truly identical hardware-wise, there is still a significant difference. The difference is that part of the money spent on buying official Arduino boards goes to paying the salaries of the people who write the code and documentation all Arduino users benefit so much from, whether they are using an official, clone, derivative, compatible, or counterfeit board. Although this is an open source project that welcomes contributions from the community, I don't believe any of the clone manufacturers contribute at all, and it is very rare that any of the derivative or compatible board manufacturers contribute either (with a few notable exceptions like Paul Stoffregen of Teensy).
There is always the question of quality control and customer support with the unofficial boards as well. Especially with the impossibly cheap boards, some corners must be getting cut, whether that is in quality control, worker wages, environmental protection, etc. A high price is not always a guarantee of quality either. Who's to say the high price isn't just the result of a markup being charged by a middleman selling that same cheapo Chinese board?
Arduino boards are open source hardware. Arduino publishes their design files and allows anyone to make and sell their own boards based on those designs. Other manufacturers must not use Arduino's trademark to market their boards. The boards that do that are counterfeits. The open source license of Arduino's design files requires that anyone who makes changes to the design should also publish their design with the same license. Many of the derivative manufacturers don't comply with that requirement.