It is entirely preference. Preference is neither right nor wrong. People will not like what you like; stop thinking that that is their problem. It's not. It's your problem for being unable to accept they dislike what you like. Period. End Thread. Oh, wait, some comments.
Here are some reasons many players prefer the WRPG.
Player Choice
WRPGs are built on the model created by the tabletop games from which they descended. Almost all WRPGs are designed to maximize player choices and feature branching plotlines. In addition, they tend to have an aesthetics which are decidedly Western, hold the player responsible for the decisions they make, and feature characters who follow the tropes of Western heroes. This is true of almost all great WRPGs - as quickly as developers could find ways to give the player more responsibility for what occurs in the game, they did. From Ultima, through the Black Isle and Interplay days, through Bioware's latest and greatest, the WRPG has always built depth around choice.
The JRPG has almost never featured significant player influence on the decisions characters make. Player choice was pretty much limited to, "Do I complete this chain of subquests exactly the way the developer wants me to or not?" While this makes for easier (I completely disagree about it being better - go play Torment right now) storytelling, this does mean the player pretty much decides bupkiss as far as the plot and character development goes.
Characterization and Theme
In addition, the JRPG currently uses heavily stylized scenes and combat styles that rely on spectacle. The effect is hit and miss on audiences. Too much of it causes viewers to grow bored or - worse yet - dismiss the characters entirely when they go back to "lining up and waiting their turn." For a WRPG example of this, consider how annoyed ME2 players were when Jack devastates a large number of enemies like some crazed bat out of hell, then turns back into a standard support NPC when she enters the party.
Many players find turn-based combat quite annoying. This statement needs no clarification.
Many players like the Japanese aesthetic of character design. Many players do not. I am shooting from the hip here, but there seems to be a pronounced pattern in Asia that the hero is visually different. Western male heroes are more masculine and tend to be older. They look like they've seen some things. Asian male heroes tend to be less masculine, softer-looking, and younger. For me{/i], this buries immersion. I can't believe this child-like C is somehow the warrior archetype. I'm sure there's a serious discussion to be had here about storytelling archetypes cross-culturally, but that's neither here nor there. Female action heroes in the West tend to follow a less pronounced pattern; they're tough -and- women, with their femininity not taking away from being tough. Japanese RPG female characters are often drawn as being terribly, incredibly feminine.
There also tends to be a story-gameplay disconnect. Yahtzee hinted at this in his FF13 review. Characters in JRPGs often have a confidence issue that leads them to have serious angst - and then proceed to kick the tar out of a dozen guards at once as soon as combat starts. Yet we're expected to continue to emphasize with their angst. This is hard on the western audience since (1) that person keeps claiming to be weak after defeating a small army and (2) most western viewers really do not like watching characters suffer angst. It's hard to care about their emotional problems when they are characters - let alone they are the supposed heroes. WRPGs tend to cast less "fragile" heroes. Kaim Arganor was one of the few JRPG heroes to not irk the crap out of me in a long while; he starts like another Cloud-clone, but then quickly develops a tragic and moving backstory and reasonable human response. Then, when the big dramatic question is raised and Act I is over, Kaim doesn't sit there and whine about his fate. Sure, he's hurt, but more than that, he gets up to do what is necessary. This is a very "western friendly" concept of the heroic character.
Grind and Adventures
Many players find grind to be quite annoying. This -does- need clarification. Grind is needed in an MMO since the plot usually takes a back seat to other activities. However, turn your eyes back to the idea of WRPG's roots, table top RPGs. A good GM throws few pointless random encounters in. Too many, and players feel bored since they feel like they are simply fighting without purpose. WRPGs moved very quickly away from grind. Monsters which had nothing to do with the plot were extremely limited; encounters should be thematically tied to the location they occur in and enemies generally stand as a direct barrier to the player's goal. In a good WRPG, the player does not have to grind and typically feels no incentive to do so; the player is a hero on a quest, not interested in beating down every stray creature in sight. JRPGs as a rule do not follow this model at all when building adventuring sites. Instead, you randomly walk into a haphazard collection of enemies who often have little or no reason to oppose your party. It's just what they do as they sit there, waiting invisibly on the map. Let's consider two nearly contemporaneous classics, Baldur's Gate II and Final Fantasy IV. FFIV was grind-tastic most of the time, and a journey to any one location often involved dozens of battles which did not further the plot or story at all. Baldur's Gate II featured an occasional one-off encounter on your way to a destination, but mostly kept encounters limited to creatures thematically linked to whatever a player was doing in the area. It also relied on less encounters.
Combat
WRPGs also show their table top roots in how they allow players to tackle obstacles with varied tactics and decisions. Most JRPG combat still fits the model of line up and whack things, even as recently as Lost Odyssey. Even when they don't, JRPG combat often uses a very transparently "game-like" system: think Enchanted Arms or Final Fantasy Tactics. WRPGs use their mechanics to build some combat system which (IMHO) rewards player innovation and decision making within those mechanics. Consider how Mass Effect 2 had simple builds for characters, but very complex, dynamic combat. Contrast this with the deep spell lists, stealth, and thousand other options available in a game like Icewind Dale. Consider just how many different ways one could approach the problem of storming a gate full of Daedra in Oblivion. WRPGs have generally given players a more "combatty" feel for how fighting works in that world while the JRPG has often had some unusual ideas and systems which just seem odd to Westerners. I still believe this comes out of the idea that WRPGs descend from TT RPGs which descend from wargames, leading the WRPG to follow its mechanics as a simulation (however weird) of combat and the JRPG treating it as a game element. In a WRPG, sending your thief-type character forward to scout is often a valid option. In a JRPG...not so much.
"Oh, but I play RPGs only for the story!"
Well, sure, fine. But gameplay in my opinion is the heart of a game and the engine room. Many WRPGs pay a great deal of attention to ensuring the -gameplay- is as engaging as the plot. You are entitled to the opinion that plot can excuse bad gameplay. I disagree entirely. This issue is simply a difference of opinion, but I will say that many WRPGs have proven you can deliver exciting, deep, fast-moving, non-grindy gameplay and still have an exciting, deep, intricate plot. So a good plot is in no way incompatible with good gameplay, and I do not believe it excuses bad gameplay.
Interactivity
This one is simple. Much of a typical JRPG experience is spent watching (or reading!) exposition which the player takes in passively. Much of a typical WRPG - even one as dependent on conversation as Torment - is spent making decisions and interacting with the game world. Many players do not want to just watch the game talk to itself.
Cultural Differences
A great deal of the nuances of JRPGs seem new to Westerners because they are Japanese! Plenty of these tropes are damn near cliches to the Japanese themselves. A great deal of the "new" ideas in the genre are only new to us. A great many more are simply represented differently. The Japanese have the same reaction to -our- cultural messages and tropes.
Consider this discussion I had with a friend while watching Akira Kurosawa's masterpiece Ran.
"Wow, this movie is amazing. I love how the Japanese presented all this. I'm not sure I've seen too many American or European films-"
"It's King Leer."
"What?"
"It's King Leer. Kurosawa was introducing Shakespeare to the Japanese in a manner they could understand, and the story was very fresh and new to them. He also did Macbeth - it's called Throne of Blood."
"...oh, wow." (dawning realization)
Or go google up Shakespeare in the Bush for a truly stunning example.
So why this aside into cultural context? Well, remember that not -everyone- is going to love the ideas from another culture as much as -you- might. It may simply not gel with a person as it has with you. There is a brief discussion of this in the Extra Credits video "Myth of the Gun," which discusses how the Japanese cultural context for force and the hero limits it to rare individuals who can internalize that power. We westerners tend to believe -anyone- can be the hero; the hero is marked by grit and determination, with the weapon and means of delivering the bad guy to his end just being a tool. (I'm cutting their discussion down horribly for length - go watch it.)
That's a -few- of the reasons I like the WRPG much more than the JRPG. No, it's not a lack of familiarity with Japanese culture; I speak a bit of the language, enjoy their cinema, and have read some of the literature. That doesn't mean I have to enjoy their games, haven't given them a fair shake, or can enjoy Japanese cuisine. (Sorry, Japan - your food is nasty to me.) It's called taste, and de gustibus non est disputandum.