Google's AI generated results say:
Prevents over-extraction
The slow extraction process of cold brew can over-extract some notes if the grind is too fine, resulting in a bitter brew. Coarse grinding reduces the surface area of the coffee, which prevents this from happening.
Produces a smoother, less bitter taste
A coarse grind produces a smoother, stronger taste without bitterness.
Extracts more flavor
A coarse grind allows for a slower extraction, which results in a more flavorful cup of cold brew.
We buy whole bean (various types) and grind at home (got
this one on sale for $70, though I've used other cheaper ones in the past) on the coarsest setting. Usually we leave it on the counter for ~18 hours, though we've definitely done longer and shorter at times.
We've had various brew jars, starting with a Takeya like
this. The filter on this is definitely not good enough at keeping out the microgrinds, and it leaves a sludge at the bottom. In addition we wanted a larger capacity, so we moved on to
this. The metal mesh filter was a step up, but it eventually broke so I got
this and find it to be miles better than all the past options. I usually pour out the brew into my old brew pitcher to let the last drops of coffee drain out and then dump the ground from the filter. We've broken the glass jar once or twice, but it's a standard Ball mason jar, so it's cheap to replace.