SQL Server performance: from .net via SqlConnection versus Management Studio - asp.net

Question

I have a strange phenomenon, while investigating the performance of a query, I noticed that it takes 6 seconds to run the query in sql server management studio, but it only takes .6 seconds when invoked from within a vb.net application.
I am getting the time stats from "set statistics time" in SSMS, and using System.Diagnostics.Stopwatch in vb.net application.
I have done everything I can think of to rule out caching, and verifying that the query within vb.net code is not deferred somehow. I've verified both are using the same database. I've restarted sql server, I've restarted the vb.net application, I've used
USE <dbname>;
GO
CHECKPOINT;
GO
DBCC DROPCLEANBUFFERS;
GO
When running the query in SSMS, flushing the cache (as above) makes no difference, indicating that the query does not benefit from any caching. The query takes abou 6 seconds every time. The same query takes .6 seconds when executed from vb.net via a SqlClient.SqlConnection. It goes that fast even after restarting both the sql server and the vb.net app.
I don't think the code of the query is terribly relevant, other than to note that it calls a function which in turn uses sql's version of "recursion".
Another note is that when executing the query from SSMS, I can speed it up by adding a needed index, after which it runs in about 1.4 seconds. When executed from vb.net app, it runs in .23 seconds with the index.
The question is, what could sql server be doing differently depending on whether a query is invoked from ssms vs. vb.nt, to result in this performance difference?
---edit to provide code---
Here is the query called in vb.net, yes it is embedded in a linq query in a rather otdd way, and yes I have verified that the linq query is not deferred for purposes of timing it.
fnName = "AT.fn_Plan_Item_Level_Sort_Reverse"
isParent = 1
foo = (From d In DBConn.sqlSelect(
"SELECT DENSE_RANK() OVER (ORDER BY SUBSTRING(Sort,1,3)) AS [GroupNumber]," & _
"Plan_ID, Master_Item_ID, Item_ID, Level, Sort " & _
"FROM " & fnName & "(#Plan_ID) ORDER BY Sort;" _
, GetCommandItem("#Plan_ID", SqlDbType.BigInt, _planId)).OfType(Of DataRowView)() _
Select New PlanItemRaw With { _
.PlanID = Wrapper(Of Long)(d.Item("Plan_ID")) _
, .MasterItemID = Wrapper(Of Long)(d.Item("Master_Item_ID")) _
, .ItemID = Wrapper(Of Long)(d.Item("Item_ID")) _
, .GroupNumber = Wrapper(Of Integer)(d.Item("GroupNumber")) _
, .Level = Wrapper(Of Integer)(d.Item("Level")) _
, .IsParent = (Wrapper(Of Integer)(d.Item("Level")) = isParent) _
, .Sort = Wrapper(Of String)(d.Item("Sort")) _
}).ToArray
Note that isParent is irrelevant to the SQL query, only used by the linq query.
DBConn.sqlSelect is homebrew, and a wrapper for the following, (items() is nothing in this case):
Public Function sqlSelect(ByVal sqlCommand As String, ByVal commandTimeout As Integer,
ByVal ParamArray items() As SQLCommandItem) As DataView
Using conn As New SqlClient.SqlConnection(_conn)
Using cmd As New SqlClient.SqlCommand(sqlCommand, conn)
cmd.CommandTimeout = commandTimeout
Call AddParamesterstoCommand(cmd, items)
Using da As New SqlClient.SqlDataAdapter
da.SelectCommand = cmd
Call logFullSQLStringForDebugging("sqlSelect", cmd)
Using custDS As New DataSet
da.Fill(custDS)
If custDS.Tables.Count = 0 Then
sqlSelect = Nothing
Else
sqlSelect =
custDS.Tables(custDS.Tables.Count-1).DefaultView
End If
End Using
End Using
End Using
conn.Close()
End Using
End Function
Now here is the query in SSMS:
set statistics time on
select DENSE_RANK() over (order by substring(sort,1,3)) as [groupnumber],
Plan_ID, Master_Item_ID, Item_ID, [level], Sort
from at.fn_Plan_Item_Level_Sort_Reverse(3538)
order by Sort
set statistics time off
Note that the parameter 3538 is identical to the value passed via #Plan_Id in the vb.net code. Here is the code for the function. This is basically using a recursive common table expression to collect and sort hierarchical data. It does call a couple other functions which are both quite simple.
RETURN
(
WITH Items
as
(
SELECT i.Plan_ID, mi.Item_ID [Master_Item_ID], i.Item_ID, Sort
FROM AT.Item i
LEFT OUTER JOIN AT.Mapping_Item mi ON i.Plan_ID = mi.Plan_ID AND i.Item_ID = mi.Master_Item_ID
WHERE i.Plan_ID = #Plan_ID
),
tmp
as
(
SELECT i.*, replicate('0',3-len(i.Sort)) + convert(varchar(max), i.Sort) 'Good_Sort', 0 as 'Level'
FROM AT.fn_Plan_Item_Leaves(#Plan_ID) r
JOIN Items i ON r.Plan_ID = i.Plan_ID AND r.Item_ID = i.Item_ID
UNION ALL
SELECT i.*, convert(varchar(max), ti.Good_Sort) + ' ' + replicate('0',3-len(i.Sort)) + convert(varchar(max), i.Sort) 'Good_Sort', ti.level + 1 as 'Level'
FROM Items i
JOIN tmp ti ON ti.Plan_ID = i.Plan_ID AND ti.Item_ID = i.Master_Item_ID
)
SELECT t.Plan_ID, t.Master_Item_ID, t.Item_ID, t.level,
CASE WHEN l.Plan_ID IS NOT NULL THEN convert(bit,1) ELSE convert(bit,0) END IsRoot, Good_Sort 'Sort'
FROM tmp t
LEFT OUTER JOIN AT.fn_Plan_Item_Roots(#Plan_ID) l ON t.Plan_ID=l.Plan_ID AND t.Item_ID=l.Item_ID
)