I love grain, in the past I spent probably an unhealthy amount of time tuning my BluRay -> x264 transcodes to properly preserve grain without wasting too much space.
Is grain actually an aesthetic boon to digital art, or does it seem that way just because we associate it with printed work, and we associate printed work with higher quality.
Grain in photography can evoke feelings of roughness and emotion. It's especially effective in portrait photography. If there are subtle gradients, grain also hides those and prevents the obvious look of posterization.