That's interesting, I think it's the opposite way round! I don't particularly enjoy listening to most of Liszt's etudes, but I love Chopin's. I think they're beautiful. The only one I don't particularly like is the Octave etude, but apart from that I think they're musically far superior to Liszt's. But that's just one opinion. 
Jas
It's actually most people's opinion. Liszt is criticized all the time, and Chopin's music is usually considered "better" music. However, I love Liszt because he was such an incredible innovator of technique and has a magical way of making the most difficult sounding music managable to play. However, when I listen to Chopin's Butterfly etude or the Black Key etude, for example, I don't feel anything. When I try to play them, I find that I can't immediately get what I want out of it. It's like, I need to sit at the piano for hours at a time to be able to even play the melody as written. And then, as soon as I learn it, it is so easy to forget. Whereas, when I play Liszt, even if I can't get all the notes at once, the melody and harmony is obvious and I can put it together much more efficiently, and have a hell of a lot of fun doing it.
I dont know... I am probably very biased because I play so much Liszt and comparatively, so little Chopin. That's why I think the way I do.. But yes, absolutely, you are among many who would disagree with me, including experts, and you are all very right in doing so.