You are not alone, I feel the same regarding high and low gain too; high gain sounds better to me.
I discovered this when I switched my Lyr3 to low gain to get more usable movement out of the volume pot, and no surprises, that worked as expected and I didn’t hear any immediate difference (except volume). Great. But then came the feeling that something was off, it didn’t sound as good any more, not by much, but it still wasn’t the same, regardless of volume. Something was lost. It didn’t sound “right”. The sound was flatter, less dynamic. I didn’t immediately connect the difference to my switching the gain either, so I checked settings in my computer, thought that the tube maybe had started wearing out, doubting my memory/ears etc. But then occurred the thought that I had switched the gain. Switched it back to high and behold, it sounded “right” again!
The difference is subtle, but still there to my ears.
Some time later, this was discussed in over in the Shiiit Happened thread (or was it the Lyr3 thread? this is some time ago now) and other people felt the same thing with the Lyr3 gain and Asgard3 too, and I think other amps were brought up as well.
Turns out there is a technical explanation for this. In high gain mode, a lower amount of negative feedback is used. Feedback is used to reduce distortion, but it also affects gain. So, high gain means more volume at the same setting on the volume pot but also more distortion. Not by much, but apparently enough to be able hear a difference. If it sounds better or not is an individual preference of course, but there is a real difference to it.