It is obvious. Most words in different languages aren't 100% equivalent - they have large or small differences in sets of connotations. Same is true for phrases and sentences. When you translate a thought expressed in one language to another, you may get the primary, leading-order meanings across 100% right, but you'll still lose some lower-order connotations.
For a more direct analogy, I'd compare this to how LLMs process tokens, but I feel most of the community is not ready for it yet, as we're still stuck debating the validity of this comparison in the other direction...
> I have never experienced that I need to think in a specific language in order to do something better (well, I only have two choices).
I found that for me, certain thoughts "flow better" in one language, and others in another. And this makes sense, because thinking is, in large part, exploring the web of associations and connotations, going down the gradient of what "feels right"[0] - and since those annotations and connotations have different structures in different languages, so will the thoughts drift in different directions, take different paths, even if they end up in the same place.
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[0] - The obvious parallels between one's inner voice and the workings of an LLM are left as an exercise to the reader.
For a more direct analogy, I'd compare this to how LLMs process tokens, but I feel most of the community is not ready for it yet, as we're still stuck debating the validity of this comparison in the other direction...