ive thought about this myself, and the only reason i can think of is the grain whisky within the blend.
if i drink diffrent single malts im fine, so id look upon that as drinking a pure malt due to it all getting mixed together eventully
but the reason why the grain whisky causes it im not sure.
i did once noticed that after trying a couple of drams of grain whisky, north british and cambus one day, i did find them to be a bit on the coarse side. other than this ive also though about the high %vol of the grain whisky hen its distilled being the reason, but once its watered down to 40% i dont think that would matter.
to be honest, i cant come up with a feesable reason myself for it.