For whatever reason, Kenobi didn't look as good. "Cheap" is a common description. Perhaps it wasn't Disney's 'A' team (as the technology is used more, more people need to be trained in it). Perhaps COVID had an impact. Perhaps we're no longer impressed by it, like CGI. Perhaps we've become accustomed to it and even distracted by it. Regardless, no matter how good a stage looks, real world locations and sets always look better and more "cinematic." Natural lighting always looks far better than stage lighting, characters can interact with more of the environment and the camera isn't as limited to a narrow field of view. Imagine if GoT were shot exclusively on stages on the HBO lots. It wouldn't look nearly as cinematic and epic. What I think that a lot of us would like to see is show that's as impressively shot and produced as GoT, but in the Star Wars universe. The Volume is a great technology, but I don't want to see it replace real world filming and sets. Use it in places where the characters would otherwise be acting against nothing but a green screen, to get better performances out of them and look better for us. Don't use it simply because it's cheaper and easier. The same goes for other CGI. It's great and useful, but, if you can do something practically, do it and save the CGI for things that are impractical or impossible.
Generally speaking, calling any one technology better than another is generally a flawed approach. Each have their own advantages and limitations, and how skillfully a director, cinematographer, and VFX team can work around those limitations while maximizing those advantages will determine how good a show or movie looks. I don't think that filming "on location" is always guaranteed to look better, or that natural lighting is always preferred. Filming on location puts you at the mercy of the weather, daylight conditions, real-world clutter, and even just location scouting somewhere that matches the aesthetic the director is looking for (and obviously real world costs and logistical challenges). Even Game of Thrones augmented its outdoor shots with numerous soundstages and green screens.
The Volume enables both more dynamic lighting and interactivity (with still plenty wide field of view), while also giving the director control over lighting and background effects. It's not perfect, and many teams are still learning it, but when executed properly you'd never guess that things were shot on a volume. Take for instance The Batman, which heavily used the volume for a variety of shots and they looked immaculate. And many of those shots during the "golden hour" would have only given an on location film crew mere minutes to try and capture those shots each day (and if they missed it or the weather conditions didn't permit, they'd have no choice but to wait for a future day) - and would be straight up impossible to superimpose a fictional city's background upon (we'd get some very obviously "oh this is actually the New York skyline" shots instead).
You can definitely get things wrong in The Volume, but I can't really think of anything glaring in Obi Wan that I wished had been shot different. Stuff like Our Flag Means Death... yeah, that looks like a crappy soundstage. But, as with any VFX techonology, it often comes down to schedule, budget, and crew expertise more than it does the technology itself.
Do I want everything shot on the volume, or even the entirety of shows that use the volume to only use the volume? No. But I certainly don't think its a technology that should be lampooned or avoided.
Edit - this did remind me, Luke's green lightsaber in Episode VI is a byproduct of filming outdoors during the Jabba barge scenes. His blue saber didn't show up well against the blue sky, so they changed it to green. And because of that, we now have troves of lore about what different light saber colors mean