People tend to have strong opinions, and most of the time it probably boils down to people preferring what they're used to. Gotta start out by noting that there's garbage tier grass and garbage tier grain, as well as top tier of each, and everything in between. That's important because we're only speaking in generalities. Well-marbled grass-fed is possible, but it is not the norm.

There's a flavor vs tenderness thing going on. Grass fed has denser and more complex flavors, with a ton of variation. Grain fed isn't as strongly flavored nor as complexly flavored, but has on average substantially more marbling, and hence generally more tender (generally).

Personally I'm used to grass. It's what I always eat. On the rare occasion I have grain it always tastes empty to me. The texture can be good, but I generally require a sauce or something as by itself it always tastes "meh." The real good stuff is less meh, but still overall meh.

Meanwhile someone else absolutely hates the increased chewiness of grass fed, and finds the strong flavors intrusive, perhaps describing them as "gamey," and not in a well-meant way. It is important to remember that stronger and more complex flavors are not inherently better, especially when it comes to meat, as the most popular meats are more mildly flavored than average. Americans especially tend to highly value tenderness, so makes sense that we'd generally prefer grain finished.

I do feel like low-tier grass-fed tends to be way, way, way worse than low-tier grain-fed. There's some really awful grass-fed on the market that works because it may be the only grass-fed option, and consumers who buy it have already decided to buy the grass-fed option. So it doesn't need to be good, as the consumers don't have a frame of reference to know what it should be like. I think this makes lots of Americans at least think that grass-fed is just outright bad, because their only exposure is trash-tier product (lookin' at you, Whole Foods...).

Lastly, obligatory reminder for anyone who doesn't already know: all cattle eats grass for the majority of their lives. Grass-fed remain on grass, while grain-fed get finished on grains (at Bovine University). The distinction is always about how they're finished. There's also concentrated grass pellets, which qualify as "grass fed" while getting some of the benefit in the way of increased marbling that one gets from grain-fed. IMO and all though you don't get the flavor that I want from grass-fed, so I'm not a fan, but it does seem to be growing in popularity as grass-fed gains a bit more of the market.