Michelle,
this is very normal, especially in platinum and palladium and also palladium alloy rings. Nickel white gold stands up much better in this case.
What happens, the grain actually gets smashed, flattened. (more so then worn away)
Precious metals are only so strong. I usually try to guide customers away from mil grain engagement rings. The daily abuse is just brutal. Depends also a lot what you do for a living, some professions are literal ring killers.
The better news is mil grain can be recut by a good bench jeweler.
The retro movement with all the filigree and the mil grain is not to conducive for daily use. Manufacturers love it because it is much easier to produce then a highly polished clean surfaces. Especially in platinum.