Layers of film grain have been intentionally added to the special effects to simulate how they would have appeared originally. This is due to the multiple levels of optical compositing and duplication required to print the effects onto film: the special effects shots always appeared softer and more grainy than the rest because of this. Note that this is true of any movie made before the use of CGI came to dominate the visual effects industry, not just the SW films.
The Special Editions eliminated much of this by recombining the separate effects layers digitally, but the Despecialized Editions seek to recreate the appearace of the movies as they were first released, and this includes the emulation of certain film characteristics inherent to the physical processes used to make them.
It may take a bit of getting used to if you aren't accustomed to seeing it, but I find it refreshing to watch the movies this way since it 'feels' more authentic: it's a subtle way of undoing the damage the SE's have caused, and of further differentiating these versions from them.
Funnily enough, I actually feel like some parts (namely, the digital recomposites that have been left in) could stand to have some additional grain added to them. ;)