they work differently, so it's not really about one being *better* - more about what your skin needs. physical scrubs manually sluff off dead skin, while chemical exfoliants (AHAs like glycolic acid, BHAs like salicylic acid) dissolve the bonds between dead cells so they shed more evenly. for combination skin with closed comedones, BHA actually has an edge because salicylic acid is oil-soluble, meaning it can penetrate pores and help with congestion on your oily areas. physical scrubs can't do that - they just work on the surface. the trade-off is that chemical exfoliants are gentler on the skin barrier if used right, but they do need more caution when you're starting out.
since you've been using a grainy scrub for years without major issues, your skin probably tolerates physical exfoliation fine. but if those closed comedones bother you, a BHA might genuinely help more than scrubbing harder. here's the thing though: are you using the scrub on your whole face or just problem areas? and how often? that matters because overusing *any* exfoliant - physical or chemical - causes irritation. if you want to try chemical exfoliation, start low and slow: maybe a BHA 2 - 3 times a week to see how your skin responds before increasing frequency. you don't have to ditch the scrub entirely; some people use both, just not on the same day.
what's your current routine like beyond the scrub - do you use a moisturizer and sunscreen daily? that's actually the bigger factor for whether switching methods will irritate you or not.