theres really very little difference in total fat between the two.
(as long as the feed lot cattle weren't overfed, as this causes high fat, the difference is its not intra muscular fat)
the biggest difference is breed of cattle.
for example the dairy breed Jersey which is prized for its high milk fat, has very fat beef also.
whereas the dairy breed Holstein which has been raised for high volume milk production has very little fat, as animals that are storing fat are not using all available energy for milk production.
the same is true for beef breeds, angus are raised to create good marbling and are fairly fatty. becuase they are storing energy as fat they don't gain much weight on a all grass diet.
you are more likely to see an old world breed such as hereford raised on grass, as they don't waste as much energy on fat, they perform better grazing.