Ok I've said it before but if people are going to compare apples to oranges let's talk more about the Palpatine twist being bad

Luke spends 2 films discussing specifically his father with people, and wanting to be like him. Luke has already experienced familial love from his aunt and uncle, and believes his father is long dead, so it's never about getting that, or finding his father.

But there's this cultural idea of boys being like their fathers, as either an aspiration or an inevitability, so that's the way in which Luke is haunted by not knowing his. This means the most impactful father reveal would be that his father is a bad man.

Rey spends her time specifically thinking about her pair o' parents. She hopes and believes they're alive and coming back for her because she's lonely and want a place to belong. Also her character foil keeps reiterating that family legacies matter in being a jedi

She keeps running into people and wishing they'd be her surrogate parents, or thinking it'd be cool if they were her real parents because she wants to fill that emotional void. See Rey, pictured below:

So for Rey the most impactful parent reveal would be that they're none of these people, there's nowhere for you to go, also they're dead and you'll never see them again, also they didn't even like you. Also your character foil found out and is judging you about all this right now

The reveal also has a double-whammy of being bad news for Kylo Ren, because he believes his legacy really matters and is what gives him, and makes him deserve, power. So the person who's beaten him multiple times being from nobodies is another reason for him to be angry.

Rey hasn't gone around wondering who her grandfather is. Culturally, that's not really a thing people contemplate - "oh, I hope I don't turn out like my grandfather" - except maybe in specific circumstances where the grandfather is a surrogate parent who raises them

Finding out Palpatine is her grandfather has nothing to do with what Rey's been wondering about. It has to do with what Kylo Ren has been wondering about, and I guess he gets to think, "oh good legacies do matter that explains things"

She also gets to find out that her parents did love her and were looking for her (which she apparently knew and saw as a kid even though for some reason she readily agreed that they were cruel drunks who sold her earlier). So it takes AWAY potentially impactful information.

Rey finding out Palpatine is her grandfather isn't like Luke finding out Vader is his father in Episode V, it's like if in the last 20 minutes of Episode VI he found out that Vader WASN'T his father, his father WAS a hero, IS dead, and also Palpatine is his grandfather