The subject matter, class size, and student body probably lent itself better to more active classes but I certainly found many of my business school classes more engaging than many of the big undergrad lectures I sat through. (There were some really good undergrad lecture classes as well although they were generally not core engineering/science classes.)

I'm sure it's also true that forced participation in classes is doubtless tough for a lot of people. Again, not really an issue in business grad school, but I can see it being something of a problem in other settings.