Are the AE Park Avenues and Fifth Avenues displayed in store already shined? I've been wearing J&M and Cole Haan's for a while, and their shoes seem "shinier" than the AE's, which looked pretty dull in store despite the good-quality leather. Or are the AE's not supposed to have a glossy effect?
Allen Edmonds leather?
The shoe brands you referenced are likely made from corrected grain leather. While they may appear more shiny, many would describe them as plastic looking too. Most AE shoes are full-grain calf leather. With the right polishing you can make AE shoes just as shiny but without that plastic appearance. Take a look in the AE appreciation thread for examples.
To Expand, essentially with corrected leather they take cheaper leather and spray or print on a plastic synthetic surface. Initially this is shiny and low maintenance however once the surface layer scratches or wears they are difficult to polish as the inferior split grain is exposed. When I bought my first pair of Allen Edmonds my wife noticed them and ask if they were real leather as they didn't took like all of the shiny black corrected grain stuff in our closet.