Nothing to do with taste, there are Olympic sports I genuinely dislike (dressage, golf, sailing, shooting and taekwondo come to mind) who's presence on the Olympic program I have no big issues with, and there are sports I quite like (lacrosse...) that I think have no business being in the Olympics.
My issue with modern pentathlon is entirely that it takes up a venue and 72 athletes that could be better used on virtually anything else. If there wasn't a 10,500 athlete limit and deep cuts across a bunch of sports it would be a different conversation.