One of the reasons grace (real grace) rarely makes sense to people is due to the demanding nature of the script that has shaped most people's thinking. The American script truly has to be one of the most demanding and ungracious and since the demands are disguised so well as "responsibility" it gets accepted as a valuable thing. Responsibility ends up making grace look....well, irresponsible.
Grace and living in the reality of grace really is a faith thing. The natural mind can't grasp it and the religiously trained mind is just an extension of the natural mind but lives unaware of that fact.
Grace is just another one of those "other realm" things, and it truly is a part of the transforming/reconciling power of God the Father. I think this from The Shack describes what I am attempting to express?
"The are times when you choose to believe something that would normally be considered absolutely irrational. It doesn't mean that it is actually irrational, but it surely isn't rational. Perhaps there is suprarationality: reason beyond the normal definitions of fact or data-based logic; something that only makes sense if you can see a bigger picture of reality. Maybe that is where faith fits in."
Grace makes beauty out of ugly things....demands and responsibilities have to do with law and it takes faith and the eyes of the Spirit to be able to see and to know all the manifestations of law and the damaging outcomes of attempting to live by law. And when trapped under law, grace really doesn't make any sense.