I wouldn't call it preference so much as a familiarity. I used to have to wrangle demons in Hell and they do sound somewhat similar to your Grimm which is why they're banned from possession and thus free rein on earth. Can't be trusted to make wise decisions. Maze up there is the one exclusion. Somehow she came from an entirely different mold than her siblings. Honestly though, just leave the world be. No one being should have that much power.