Mine have hay in the barn as well, there is always good hay under the hay racks that falls, they simply won't touch it, it must be in a hay rack off the floor or else they just consider it bedding...
To be blunt will likely get answers from both sides claiming to be correct, but...
IMO it all depends upon their primary diet and if they are accustomed to the higher protein levels found in grains it's not as black and white or yes/no answer that many claim...
For example if you only feed...
And there is the difference (emphasis added) for many they are not pets they are livestock and income, and thus under performers get culled and replaced with those that perform better and offer more returns...