If you would like a little explanation to go with that:
As you’ve noticed, with ‘snap to closest grid line’, clicking inside the left half of the “box” inbetween gridlines snaps the note start to the gridline on the left. Clicking in the right half snaps it to the next gridline on the right.
With ‘snap to previous grid line’, as the name says, clicking anywhere inside a “box” will snap to the line on the left.
So, you can choose whether to (more or less) paint notes on the gridlines, or to paint notes in the “boxes” between gridlines. To me personally, the first option makes more sense in regard to musical notation, but it’s always good to have an option. 😉