New Zealand Wheatgrass has a longer history than the product from other countries and has developed a higher quality and purity perception amongst consumers. Nutritionally, New Zealand Wheatgrass has a very similar profile to that from Europe (though it is demonstrably higher in Vitamin A and Vitamin C) however New Zealand farmers charge a higher price per Kilogram than other parts of the world due to the stronger provenance story. 
Heavy and long-standing buyers of the Wheatgrass are loyal to NZ-grown product however European-grown product sells in much higher quantities.

In specific relation to taste, there is no noticeable difference due to the fact that nutritionally the profile is very similar. Let me know if you have any further questions.