Some good points have been made about the popularity of dark/violent/grim games. They top a lot of best-seller lists, so we can't really say that gamers are opposed to them. It's really the opposite -- many gamers seem to love them.
People like the OP's friend are probably in the minority. I am as well. I'll explain a little why, since that was the OP's question.
I'm not attracted to games like Cyberpunk (or CoD or Dark Souls, TLoU2, GTA etc.) because I don't want to spend my time in a world like that, being that character, interacting with other characters created from the same mind. It reminds me of my reactions to some novels. I put them down very quickly, because I know, "I don't want to be in that character's head for 20 hours." I find them annoying or somehow off-putting.
It also has to do with the environment. I don't find dense urban areas enjoyable. I have lived in big cities, and I haven't enjoyed the experience. I now live in a small city and feel right at home. I also greatly prefer open, natural environments in my RPGs, rather than dense, crowded city environments. The latter make me feel sort of dulled-down, mentally and emotionally.
It's an aesthetic thing, too. I heard a reviewer talk about Cyberpunk's environment as "beautiful." I can't relate. It is technically polished, but "beautiful"? No, not to me. It feels cramped, crowded, metallic, and artificial. So the environment affects my mood, too, especially because, with games, you spend so much time in them. It's not like a movie where it's over in 90 minutes. You may inhabit that world for months.
There's a moral element, too, which is minor, but I'll mention it. I don't like playing as a character driven by low motives. These "dark/violent/grim" games often have protagonists like that. And most of the characters you interact with are on that same level. TLoU2 would be an example of that, so would GTA. GTA is lighter in tone but basically populated by assholes. I don't want to play as a character like that. I can't get into it. It's not me, and I'm not interested in exploring what it's like to be an asshole or some tough guy street criminal or whatever. I just don't care. I feel like that's been done to death. I'd rather play as someone I can like and sympathize with.
Anyhow, I droned on a little long there; sorry about that, but those were the ideas that came to mind, regarding the OP's question.
I suppose I should add, I don't completely swear off these types of games, nor do I have a constant diet of bright, sunshiney games. I play a lot of different types of games, and occasionally I'll throw a dark/grim one in there, just for variety. But as I've gotten older, the appeal of these darkgrim violent games has diminished a lot. I am more interested in pleasant experiences, pleasant diversions, not extended immersion in a dark, violent world filled with brutal, morally retarded characters.