To explain where I was coming from originally, it has been my own experience that writing a pre-established character brings with it less deep-rooted certainty about their modus operandi, and thus requires a more active effort of soul-searching plus research and review to figure out how they would they would react in a given situation.
Let me be clear though, I don't mean to compare my experience to yours: I'm obviously far from a professional writer. But I've been writing Trek prose for about a decade now, in the form of an email-based role-playing game that started out as "everybody writes just a single character" and eventually evolved into more of a collaborative neverending novel-writing effort as player turnover ceased, causing the group to become more tightly knit and dare to develop greater literary ambitions.
I find that when I'm writing a character I invented myself, where I have spent a great deal of time mulling them over in my head and imagining their life, the specifics of their reactions come to me easily, as does the feeling of having the license to implement them. They still can be
very surprising in how they differ from my own take on things, but there is no uncertainty about
their feelings on the matter. This holds mostly true even as other authors flesh out the character in ways that force me to revise my internal narrative of them (which I eventually came to recognize as a big part of the lasting allure of the game).
However, when writing a character originally contributed by others, I feel on far less secure footing and a greater obligation to stay true to other authors' imaginations as authoritative, taking me on a leg of the journey of discovery I don't tend to experience with "my" characters, involving much re-reading and fact-checking. This can lead to great surprise when I revisit previous events in light of current developments, pick up on hints and nuances I previously glossed over or that seemed less important at the time, and am forced to realize I didn't know the character nearly as well as I thought I did.
In other words, for me the difference tends to be that my own characters are permanently embedded into my
working set and I feel more comfortable with making statements about them, whereas with characters invented by others figuring out their reactions is a higher mountain to climb, often adding to the feeling of surprise at the outcome of a situation.
OTOH, occassionally things do also play out in reverse, since speculating about the behavior of a "foreign" character is less intimate in the sense of removing the this-came-out-of-me factor. I've sometimes been appalled and bewildered at the outlook on life characters I've created chose to adopt.