Probably feel a difference because their old shocks were worn out.
Heavy duty shocks can simply mean the springs can carry more weight. Application would be if front snow plow is used. Make certain you understand what is implied by HD and decide if the cost is worth it to you.
Good luck any report back once installed.
2012 JD855D OPS Black Poly Roof, Deluxe Cargo Box, Front and Rear Protection, Power Lift, Front Hood Rack, Rear Screen (homemade), 800 Watt Inverter, 2500lb Winch installed in cargo bed, Front and Rear LED auxiliary lighting (4" square 27 watt), Front and Rear CV Guards, Koplin Side Mirrors