Is a Beef Wellington expensive or classy? It just looks like a bigger corndog to me. I've never had a wellington before so I have no idea what to expect.
Have you had tenderloin beef? Have you had pastry? You know what it tastes like and no, you're not missing anything unless you think boring unseasoned bland meat is good. Personally I'd rather have a great sear on a slab of meat lightly salt/peppered and get on with life.
Ok so Beef Wellington is made with an actual BEEF muscle and hotdogs are made with PORK and pork fat pureed and jammed inside a casing. Beef Wellington is topped in mushrooms and mustard then wrapped in a wheat-flour pastry, while Corn Dogs are just battered in a sugary Corn Slurry.