I think the short answer to whether mainstream lagers taste different is no, not really. But this depends on how you define mainstream lagers. Different lager styles definitely taste different, but the reason mainstream lagers all taste the same is because they're all pretty much the same style of lager- American lager, and are all probably brewed in a similar fashion (what those in the industry call "macro brews").
For instance, coors light, bud light, keystone light are all the same style of lager, just different brands of the same brew.
But to taste the difference between different styles of lagers, try a budweiser and compare it to a Pilsner Urquell (it's a Euro pilsner- another lager style). The bud will taste light, bready and slightly sweet, while the pilsner will taste crisp, somewhat floral, and slightly bitter on the finish (and definitely way better imho).
Since craft beers are made in small batches with brewmasters experimenting with different flavours through use of various hops (flavouring agents), I'd recommend trying craft lagers if you want to experience the difference lager styles and flavours within a style. A brooklyn lager definitely tastes different/better than a Budweiser, even though they're both of the American Lager style.