I must assume that RG59 and RG6 would, out of necessity, be very similar in respective gauge regardless of who made it.
However, I took "the much cheaper" Monoprice cables as meaning the cheapest ones. If they are like the ones that come with some types of gear and from the website pictures they appear to be as such, there is no question the gauge is thinner and the connectors are less expensive than BJC. The premium Monoprice cables likely are an entirely different story, but are they much cheaper than a comparable BJC, or vice versa?
Just because there is a knob doesn't mean you should turn it.