Why does day-old whole-grain bread taste better than fresh-baked?
Mine doesn't, but perhaps your procedure is different from mine. I soak my whole grain flour overnight before baking with it, 1/3 in a preferment and 2/3 not. My baked loaf might be moister than yours right out of the oven. Another difference might be the grain in question. I use 5/6 wheat and 1/6 rye.
I don't bake with high percentages of whole grains very often, but when I do it is always sourdough, generally about 80% rye and half of that as rye groats so it is pretty coarse. It bakes long and hot and takes at least 24 hrs to fully stabilize and pass from being gummy crumbed to chewey, highly arromatic, and very excellent on the tongue. I have always attributed this to the slow re-crystalization of the starch, perhaps inhibited by the pentosans and other elements in the rye, but there may be other important elements of this process. Having been more interested in the edibility and not making it (Danish rye) very often, I have not studied it in the usual quantitative way.