Corned powder burns from the surface of the grain in; so the higher the surface-to-volume ratio, the more rapid the burn. Finer graining has more surface (because there are more grains) for the same volume, so it burns more rapidly. Consequently it gives a stronger kick for the same volume - both to the projectile and to the barrel.

So, there are several factors: A cannon doesn't benefit as much from a high muzzle velocity as a sidearm does, because it's got range and killing power (and not much accuracy) anyway due to the heavier ball. (Or if firing canister, again, accuracy doesn't matter and you're at short range anyway.) A cannon bursting is also a much bigger deal than someone's personal sidearm bursting, involving the loss of expensively-trained men, perhaps some horses, and a vastly-expensive bit of ordnance as opposed to some hapless individual's hand or eye. Finally, artillery uses a lot of powder, and the coarse stuff is cheaper.