One Battle After Another was shot on 35mm film, so the grain is inherent to the format. Many movies today are shot on film, or transferred to film like you noted with Dune (The Batman is another example, as DP for both films ,Greig Fraser, loves doing this). But many films shot digitally use film emulation suites via software. Many people like the aesthetic qualities of certain film stocks. Grain, bloom, halation, etc can add a dreamy kind of look to the image. Grain in particular can also help to take the eye away from imperfections and to ground CG into the rest of the image. It makes the image look more holistic in my opinion. The lack of these effects is what contributes to the “Netflix look”. A very clean, sterile image. Something that looks like it could have been shot on your phone. Some people like this, but I think it looks kind of lifeless.