As you go up the hierarchy Sora -> Tiagra -> 105 -> Ultegra -> Dura Ace the materials get more exotic (e.g. plastic & steel -> alu -> titanium), the weights come down and the prices go up.
Technologies trickle-down over time - Dura Ace was 10sp some time ago, then Ultegra went 10sp a bit later, 105 went 10sp a few years later than that, Tiagra is still 9sp and Sora just went up from 8sp to 9sp two years ago.
As to whether it's worth it ? No, in absolute terms - if you can buy a Sora mech for £15 and Tiagra for £20 and 105 for £35 then it's not 2-and-a-bit times better : but people are willing to pay it.
If a Focus costs (for argument's sake) twice as much as a Fiesta, is it 'twice as good' a car ? Both get you from A->B
If you have Sora 8sp on your bike and you changed the mech to 105, you won't see too much change or improvement
- it's a bit like you have that Fiesta and the steering wheel needs replacing : you could replace it with another Fiesta steering wheel (Sora), or one from a Focus (Tiagra) or from a Mondeo (105) or Focus Cosworth WRC (Dura Ace) : upgrade the wheel if you want but you'd still have a Fiesta, just with a posher, more expensive steering wheel on it.
On the other hand if you had the Focus Cosworth, you would notice a difference if you put a bog-standard Fiesta wheel on it as it wouldn't be up to the standard of the rest of the car
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