At least, there are four different ways to get that info

ClassMethod StudioTest()
{
	write "Call from Studio1: ",..InStudio1(),!
	write "Call from Studio2: ",..InStudio2(),!
}

/// Is the invocation from the Studio?
ClassMethod InStudio1()
{
	for i=$st:-1:1 if $st(i,"PLACE")["%Studio.General." ret 1
	ret 0
}

/// Is there a connection to Superserver?
ClassMethod InStudio2()
{
	set port=1972 // see iris.cpf, section [Startup], DefaultPort=...
	quit $p($v(-1,$j),"^",3)[("|TCP|"_port_"|")
}

Compiling routine DC.Util.1
Compilation finished successfully in 0.024s.

do ##class(DC.Util).StudioTest()
Call from Studio1: 1
Call from Studio2: 1


ICINDY:USER>; from PuTTY   -------------------

ICINDY:USER>do ##class(DC.Util).StudioTest()
Call from Studio1: 0
Call from Studio2: 0

The other two methods are: checking for the presence of
a) a dedicated variable or
b) a dedicated object
but both require a usage of undocumented functions

I can't reproduce the problem  

Well, I'm neither part of the ObjectScript nor the Objects developer team, hence I can't answer the "why" part of your question but fact is, timing mesuremenst show a significat higher speeds for the literal versions:
 

ClassMethod DynObject()
{
	while $zh#1 {} set t1=$zh for i=1:1:1E6 { if ##class(%DynamicArray).%New()  } set t1=$zh-t1
	while $zh#1 {} set t2=$zh for i=1:1:1E6 { if ##class(%DynamicObject).%New() } set t2=$zh-t2
	while $zh#1 {} set t3=$zh for i=1:1:1E6 { if [] } set t3=$zh-t3
	while $zh#1 {} set t4=$zh for i=1:1:1E6 { if {} } set t4=$zh-t4
	
	write "Times for :    Class  Literal     Diff",!
	write "DynArray  :", $j(t1,9,3), $j(t3,9,3), $j(t1/t3-1*100,9,2),"%",!
	write "DynObject :", $j(t2,9,3), $j(t4,9,3), $j(t2/t4-1*100,9,2),"%",!
}

The output will depend on
- IRIS/Cache version in use and
- on the underlying hardware
My values are

USER>d ##class(DC.Times).DynObject()
Times for :    Class  Literal     Diff
DynArray  :    0.665    0.401    65.90%
DynObject :    0.649    0.401    61.87%

Maybe someone else or the WRC has an explanation...