Personally Octagonal gates are something more reminisce of American style sticks which have no gate, the difference being you can feel the directions out.
There is difference between in the two gates though, and I think that octagonal gate is actually harder to learn on. There are certain things I am much more consistent with on my square gate, and I’ve been playing on an octagonal gate for almost a year.
Give both of them a try though, also if you order a JLF it comes with a square gate, so you can just order an octagonal as well.
Here’s another tidbit.
Square gates are better for charge characters, such as Urien, there is less margin of error involved to hit down+back and vice versa.
Oh, and I think the learning curve comes from a perceived extra amount of throw, since the arcade stick moves further to hit the edge of the gate when using an octagonal.