That is something that almost every non-experienced (and quite a few of the experienced) SAN configuration personnel miss. However, I am not sure I understand why it has led to different performance for each file.

Note that there are a bunch of other settings to be manipulated to achieve optimal SAN storage for a SQL Server installation. A good consultant is worth his/her weight in gold here. I see it time and again where companies drop 6 or even 7 figures on a storage system and then try to configure it themselves (or with just the assistance of a vendor-provided-generic-installation-consultant. Such a waste.