Generally, "dongle" means an SDR that is (or is based on) the RTL USB TV tuner that is turned into an SDR with appropriate software. It is important to remember that these were designed for people to receive local TV stations - that's it. They have an 8 bit A/D, and very limited filtering. You can do amazing things with them for the price ($15 or so) but they cannot compare to a piece of hardware designed to be an SDR.
The SDR play does not use the same ICs as the RTL dongles. It uses a 12 bit A/D, but my understanding is the particular A/D used has an ENOB (effective number of bits) of 10.4 bits. It also does not have the same level of bandpass filtering as higher end SDR. So it is going to be "better" than an RTL dongle, but (in general) not as good as an SDR with 14 or 16 bits (which also cost more). My guess is the lack of sufficient bandpass filters is what causes the ghost signals, through intermod, etc. You can correct for this to some degree by putting an antenna tuner or preselector in front of it (between it and the antenna). Adjusting the gain, or even putting some attenuation in front of it may also help.
The dynamic range on MW/HF is huge. I have a semi local MW station that is S9+60. I also listen to stations on my netSDR that barely register S1. You need good front end filtering to make that possible, as well as a sufficient dynamic range in your A/D.