Raw fish loses flavor when chilled
Once a sushi chef's hands have cut and formed the fish over rice, the fish has been slightly warmed. Those few moments of handling greatly increase the flavor, a personal touch that your grocery case cannot provide.
The fish is coming from bigger suppliers
High-end sushi bars will have very intimate relationships with their suppliers, who are only selling the best of the best. Grocery stores are still getting quality fish, but it's not as meticulously graded on taste and texture.
The freezing technology is different
Most fish used in sushi these days is frozen at some point between the ocean and your mouth, but the technology varies widely. A well-frozen fish is dipped in liquid nitrogen and hits negative 65 degrees instantly, leaving the flesh and muscles perfectly intact. However, cheaper methods of freezing will lead to water crystallization that is going to degrade the overall flavor. The flip side of this is that when high end restaurants do get fresh, never-frozen fish, there is a greater chance that the fish will be carrying parasites. So in theory, grocery store sushi could actually be considered less of a health hazard.
Seasonality isn't taken into account
Fish have different life cycles, so some will taste best at certain times of the year. A good sushi chef knows what's in season and will recommend it, whereas at grocery stores it's always spicy tuna season.