Missile engines should always feel different than shipboard engines. An engine is never just an engine. Missile engines operate under an entirely different set of circumstances than shipboard engines. For starters, they're much, much smaller, and the miniaturization of an engine is expensive and problematic. Try making a Ferrari engine operate at 1/1000th the size and you'll start to see what I mean. All kinds of hiccups will happen, unless you're working in some kind of theoretical vacuum.
To me, it makes sense that missile engine technology should lag slightly behind standard naval engine technology in terms of efficiency and propulsion, and they should also be dramatically more expensive, pound for pound. It's apples to oranges, really.
I say embrace the divorce of the two systems, missile engines and shipboard engines. To me they've always seemed like they should be two different techs in the same category (Power and Propulsion, obviously.)
Go ahead and make them less fuel efficient. Give'em less oomph per ton, as well, and make them cost more. I feel like the warhead should be the smallest part of any serious missile (excluding whatever whackjob thingamabob people are building in their basements) and the bulk of it should be taken up by engines (including agility) and fuel, where fuel and efficiency should be the most major design considerations.