You are assuming this is just a thing with Japanese stuff. That's not the case.
Give me the option and I'm going with the original ("undubbed") version with anything in any language.
Subtitles are more than enough to grasp the general sense of a dialogue (in not a single way inferior to dubs, really) and the original voice over is in 99 case out of 100 the way to enjoy the most genuine experience, with the most appropriate tone, expression, vocal timbre.
And, let's face it, more often than not even the best actors. Which matters a lot.
I don't need to understand Japanese, Chinese or French to recognize a believable tone of surprise/amusement/rage etc, but "knowing the language" doesn't make a bad actor sound any better. If anything makes his terrible performance even more jarring.
P.S. on a side note, even when I listen to English movie/games I'm picking the original over my native language, the one I understand better. But I guess for some reason that doesn't sound very exotic to you.
I go for whatever sounds the best. I started playing Onimusha 4 in English but I didn't find the voice acting very good, and then I switched over to the Japanese voices which sounds a lot better. In Assassin's Creed 2, I played with Italian voices because I felt it helped it with the setting. Recently I played through Chains of Satinav and I wish I could play with the original German voices because the English dub is a bit all over the place.
I should note that I always play with subtitles (even when playing with English voices) and my native language isn't English, so that may be part of the reason why I'm okay to change to different dubs depending on what I think works best.
I see that there seems to be quite a large difference in overall sentiment between native and non-native English speakers, or at least it seems like that to me from this (and previous) thread(s) on the subject.
Having the vast majority of your consumed entertainment produced in your native language probably makes you more likely to demand that as the status quo.
I guess, beyond the discussion about which is better, we can certainly say that subtitled entertainment is more "educational". Just look at the English skills across the general population in European countries with widespread dubbing compared to those without.