The brain cannot directly use fatty acids for energy. It uses both glucose and ketones. While there are advantages to having a ketone-fueled brain, the brain does not ‘prefer’ one or the other. In fact, the brain requires a certain amount of glucose to function normally. If it weren’t for blood glucose being regulated by the liver, we would quickly perish. As for the advantages of ketones, they are favourable for overall energy metabolism, increasing gene expression for mitochondrial enzymes, and produce more energy per unit of oxygen utilized. They also reduce the formation of reactive oxygen species, reducing inflammation.
Now back to the question of why glucose would be utilized first, that is due to a basic rule of mitochondrial biology. Fatty acids cannot be metabolized at the same time as glucose because (oversimplifying) glucose shuts down the enzyme that lets fatty acids cross the mitochondrial membrane (CPT-1). This mechanism is necessary, because if glucose were not consumed preferentially, we would quickly develop lethal glucose toxicity.