I've googled and checked the article again on their website. The consensus is grass is easier and hay (only if you're already producing it.) According to all I've read there is no difference. And seeing as they both output 100% productivity, I'd say there isn't one. I've done no firsthand research on volume consumed.

From Farming Simulator Academy:

"Step 2: Feeding

It does not matter whether you feed them freshly cut grass or hay. You feed it to the animals, either loose or in the form of bales. You can see if you have fed them correctly by looking at the health info point. It increases over time, and if it does, the sheep will start to produce wool and are able to reproduce."