When split-grade printing, I use 00 and 5 filtration. I can't get grade 5 with the dichroic head. Also, another reason why I use the under-the lens filters for split-grade printing is that I can quickly change between the two exposures in split-grade without bumping the enlarger itself. The time savings is substantial.
I agree, that's my experience too. Turning the dials on a dichroic head back and forth is a pain. Under-the-lens filters are much easier for split-grade printing.