I think that the main factor causing the difference in fan reaction/acceptance was that if WWF wanted someone to get over, the fans knew it. If they were pushing a wrestler, it was obvious. You would have the debut vignettes, featured interview segments, featured matches and programs with already over wrestlers. I would imagine that at least subconsciously, most WWF fans picked up on that. They knew who the promotion wanted to promote and they tended to react to that promotion and not necessarily the talent of each individual wrestler.
On the flip side, it was often difficult to tell who (if anyone) WCW really wanted to get over. That’s a generalization of course, but WCW had a history of not really pushing guys in an effective manner. What you were left with is a huge pool of wrestlers extending from guys Ric Flair and Steve Austin to Eddie Guerrero and Alex Wright who were either not being pushed or being pushed half-heartedly. I think it sort of conditioned WCW fans to react to whatever they liked and not to what was being pushed because nobody save for a few top guys were ever consistently pushed all that strongly.
In addition, all the turnover in WCW management over the years and just the general chaotic nature of WCW served to introduce WCW fans to a wider variety of wrestling and booking styles. By the time the NWO started, a WCW fan has seen the remains of the JCP/Mid-Atlantic feel, bloody brawls, main storylines built around stables, junior style influence (from guys like Pillman, Liger, Benoit, and Eddie), Hogan cartoonish wrestling, ECW-influenced brawls (Foley, Nasty Boys, Public Enemy), NJPW wrestlers, the beginnings of WCW-ized Lucha, and more. A WWF fan during that same period saw basically none of that, save for the Hogan stuff. WCW fans were exposed to a wider variety of wrestling styles so I think by 1996 and 1997, they were more open to reacting to different styles of wrestling than WWF fans.