An ArcGISDynamicMapServiceLayer is rendered at the server side (we get images from server), a feature layer is rendered at the client side (we get symbol definitions from server and the symbols are created at client side).
That might explain some differences between the 2 kinds of layers.
That being said, most generally, the rendering should be the same or at least close (though there are some limitations).
First thing to check is your server version. Feature layer symbology is provided by the REST API from Server 10.0 onward.
Which version are you using?
Else can you share a public feature layer url allowing to reproduce the issue?
Unique Value Infos: