If you notice "a world of difference", you have other issues.
Steering dampers are often bandaids for other steering problems that just are not sorted out. Shimmys and shakes are not to be fixed with a steering damper.
But they do have good uses. sudden inputs from the road or trail. They were put on as a result of racing. The old steering boxes were being beat to death and had to be replaced after a single race. The dampers cushioned the blows and the steering boxes lived. Ford found it also helped and put them on at the factory.
Personally I ran them in the past. Put a fresh one on when I did a new power steering box. Man those new boxes are expensive, little cheap insurance. After several years running a common trail that I had run many time before I suddenly had the steering wheel lurch out of my hands. Yes, the trail does put steering inputs into the wheel all the time, but this was a really violent lurch. Never done that before. And it happened several more times. Even to the point I looked underneath just to make sure things were alright, all looked good. Drove it home, drove completely normal on the street. Drove it a couple more weeks, still drove fine. Then one day I was parked with the wheels turned hard to the side and saw something odd. The frame side bracket on the damper had broken off. It hung from the tierod just like it always did. The poly bushings had taken a set to the normal position. Anyway I can tell that the damper made a huge difference in the forces that were kicked back into the steering box and into the steering wheel. I made a new reinforced frame bracket and bolted that steering damper right back up. Didn't want to hurt that expensive steering box nor did I want that much steering kickback in my hands. All was good after it was hooked back up again.
Few other myths. It will make steering easier. No, it isn't power steering. It will make steering stiffer. No, if it isn't binding you won't be spinning the steering wheel fast enough to feel the damper damping. Power steering acts as a steering damper. To a little extent it does, but from my personal experience, not really. And the steering box is also very expensive and is known to tear the frame where it mounts. Limit steering travel. Again, no, if properly selected to match the travel of the steering (not too short) and properly installed as to not bottom or top out at the end of travel, and to not bind during travel, it won't limit travel, just slow sudden movements in travel.