I believe this was an unfair comparison against sp_OACreate.
Test2, Test3, and Test4 all open the file first, then write the 100,000 lines, then close the file.
Test5 and Test6 100,000 times does this: creates the object, opens the file, writes a line, and then destroys the object (which I am assuming close the file handle?).
If the same flow (open-write-close) was done on the other files 100k times, I am sure they would seem slower also. A better comparison of sp_OACreate would be to create, open, write 100k, close, then destroy.
But then again it feels like Monday morning... Am I missing something about these tests?