Sub is preferred in many foreign forms or anime and TV shows and movies because it best alligns with the story and characterization of the original artist. Also many people who read fast barely take more than a second to read a line of dialogue. Most Dubbed media is very awkward and completely takes some people out of the experience. This is more applicable to live action movies and TV than Anime but still a big factor.

As with most things the more you get used to something the less you even notice it. There have been plenty of times where I have had captions on even during English speaking shows and never really noticed them.