[DanBC]

When you double-blind test you have people preferring better quality[1], which normally means carefully created MP3 is preferred to vinyl.

When you just ask them what they prefer they say whatever they want to say, which often means things like "vinyl is warmer".

There are some confounding factors. "Dynamic compression" (As ganzuul mentions, "loudness wars") does make a difference and MP3s (as created today) tend to have less variation between quiet and loud.

[1] the benefits of "better quality" stop at quite a low point. Most people can't hear any difference between 256k or 350k MP3 file. Very few people can hear a difference between 350k CBR and FLAC.