people who were sperm bank or surrogate children say they felt disconnected and strange compared to other people

This is part of what would concern me as well. Because each of us who has kids, no matter how, is playing "god" in some way and it matters that we think about how the child is going to see that when they're old enough to wonder. That said, I've seen this done in a healthier way a couple of times, where both biological parents were participants in the child's life, and everyone was honest with the child. Which mostly meant the kid had more parents. But I don't know how common that is.

I do know it's alienating to know almost nothing about half your family history. Not knowing anything at all would be worse and definitely feel like a disconnect. But I'm thinking of that more in terms of surrogacy than adoption, because using a surrogate is still the voluntary creation of a new life. Adoptive parents could have less control over helping their child understand the situation, while still being awesome parents for that child.