The catch with whole cones is that one needs to know when they were harvested and how they have been handled since being oasted. You are fortunate in that you live in area where that knowledge is relatively easy to obtain.
While I could probably live with pellets for kettle hopping, something happens to the flavor and aromatics during pelletizing that makes the beer slightly more harsh and less bright, resulting in longer conditioning times in my home brewery. If one uses a lot of "C" American hops, then these subtle changes are not that noticeable. Most of these cultivars are off-the-hook with respect to the essential oils that define their finishing qualities. However, the difference between whole cones and pellets is very noticeable when using noble/noble triploids and other landrace hops such as Cluster, Fuggle, and Golding as finishing hops. Whole Cluster bears little semblance to pelletized Cluster when used as a finishing hop. Much of the lemon is lost during pelletizing. The cultivar where I find the biggest difference between whole cones and pellets is Liberty. Whole Liberty is a thing of beauty.
Well, it's easy to get around the catch...just order whole hops from the same place I do! The quality and transparency of info is amazing.
And I have to say that of you're getting pellets like that, it may be due to poor pelltizing techniques. I use pellets exclusively for continental hops and find thenm far better than the leaf equivalents.