As others have mentioned, the key thing is the loads and loads of fees that they hit you up with. The "Good Faith Estimate" is only an estimate, and it may not include various fees that they put different, official-sounding names next to (i.e. they're not government mandated or required fees, like "documentation", etc.)
Credit unions, by their nature, will work to serve YOU first, not the shareholders, because as a customer of the credit union, YOU are the shareholder. As such, they will not be as inclined to hit you up with loads of fees to maximize their profits.
I have a 5 year Home Equity Loan with PenFed credit union, but their current 30 year fixed is about 3.25% or 3.375% with no points, and I would be willing to bet that once everything is said and done, their total fees they hit you up with will be less than the average broker or bank out there.
As an example,when I did my 5 year HE Loan, they advertised zero costs - and they meant it! Absolutely no costs to take out my loan (if your equity value is less than 70% in most areas, they are willing to do a comparison by using your appraised real estate tax records, but if your Loan to Value is more than 70%, they will get an appraisal for about $300 that they add to your loan).
The one caveat with PenFed is that they do add on a 1% fee to all fixed-rate mortgage products (which they state at the bottom of the website). If you go with an adjustable rate mortgage (like a 5/5, where it's a fixed rate for the first 5 years, then adjusts a maximum of 2% every 5 years thereafter), then there is no 1% fee.
If you don't have a service record to qualify for PenFed membership, you just pay a one-time $20 fee to the National Military Family Association, and you quality to join. PenFed also has great car loans (0.5% and 1.5%).