SqlDataReader Performance List<string[]> or List<object[]>

I have been experimenting with ways to read data from a SQL server as quickly as possible and I came across an interesting discovery. If I read the data into a List<object[]> instead of a List<string[]>, performance increases by more than double.

I suspect this is due to not having to call the ToString() method on the fields, but I always thought that using objects had a negative impact on performance.

Is there any reason to not use a list of object arrays instead of string arrays?

EDIT: One thought I just had was the storage size of this data. Will storing the data in object arrays take more room than as strings?

Here is my test code:

private void executeSqlObject()
    {
        List<object[]> list = new List<object[]>();

        using (SqlConnection cnn = new SqlConnection(_cnnString))
        {
            cnn.Open();
            SqlCommand cmd = new SqlCommand("select * from test_table", cnn);

            SqlDataReader reader = cmd.ExecuteReader();

            int fieldCount = reader.FieldCount;

            while (reader.Read())
            {
                object[] row = new object[fieldCount];

                for (int i = 0; i < fieldCount; i++)
                {
                    row[i] = reader[i];
                }
                list.Add(row);
            }
        }
    }

    private void executeSqlString()
    {
        List<string[]> list = new List<string[]>();

        using (SqlConnection cnn = new SqlConnection(_cnnString))
        {
            cnn.Open();
            SqlCommand cmd = new SqlCommand("select * from test_table", cnn);

            SqlDataReader reader = cmd.ExecuteReader();

            int fieldCount = reader.FieldCount;

            while (reader.Read())
            {
                string[] row = new string[fieldCount];

                for (int i = 0; i < fieldCount; i++)
                {
                    row[i] = reader[i].ToString();
                }
                list.Add(row);
            }
        }
    }

    private void runTests()
    {
        Stopwatch watch = new Stopwatch();
        for (int i = 0; i < 10; i++)
        {
            watch.Start();
            executeSqlObject();
            Debug.WriteLine("Object Time: " + watch.ElapsedMilliseconds.ToString());
            watch.Reset();
        }
        for (int i = 0; i < 10; i++)
        {
            watch.Start();
            executeSqlString();
            Debug.WriteLine("String Time: " + watch.ElapsedMilliseconds.ToString());
            watch.Reset();
        }
    }

And the results:

Object Time: 879
Object Time: 812
Object Time: 825
Object Time: 882
Object Time: 880
Object Time: 905
Object Time: 815
Object Time: 799
Object Time: 823
Object Time: 817
Average: 844

String Time: 1819
String Time: 1790
String Time: 1787
String Time: 1856
String Time: 1795
String Time: 1731
String Time: 1792
String Time: 1799
String Time: 1762
String Time: 1869
Average: 1800