Just a point, film grain is distracting and takes you out of the experience, regardless if it’s natural or artificial. Sure, the CGI backgrounds are obviously CGI, but why not make them a bit “blurry” (but not too much) to make them feel less fake?
Counterpoint: I disagree with this entirely. Film grain is not distracting and does not take me out of the experience. In fact, it tends to draw me in more.
Obviously it’s possible to go too far to the point where it is distracting, but in general, the lack of any type of film grain will distract me more than its presence.
This is what I’m trying to say: some classic films (e.g. the first Harry Potter) do have film grain, but not too much. If you use too much, then it will be distracting. I mean, I wouldn’t want to watch a film while having to stare at so much of these specks on an HD/4K TV. I’d prefer to “blur” the backgrounds a bit, while having the live-action and practical characters themselves not look fake and feel like they belong in the vision of the naked human eye.