Call them what you like: capsicums, peppers, bell peppers, peperone, poivron, paprika or whatever, they are very popular in every shade except green. I have never conducted blind taste tests nor have a I seen any capsicum market research but I just know that the green ones are less popular. All the evidence I need is there on the supermarket shelves.
Firstly, green capsicums are rarely sold separately and when they are they are always much cheaper than the red and yellow ones. Secondly, the supermarkets also sell packs of three capsicums with one each of red, yellow and green (the traffic light constellation). These packs are always priced just slightly more than buying one red and one yellow capsicum. Why? The answer must be to persuade the reluctant shopper to actually buy green capsicums.
Capsicums packaged in their traffic lights selection
Green capsicums are usually under-ripe red, orange or yellow capsicums (very rarely capsicums can be brown or purple when ripe). Could it be that growers are somehow forced to harvest some capsicums early which ultimately get sold to the consumer at knock-down prices or bundled in packs of three? Maybe.
What is even stranger is that some growers developed capsicum varities that stay green when fully ripe. Permagreen and Staysgreen are two fairly well known green-when-ripe capsicum varities. I can't see what the attraction would be of growing fruit that stays green. I've never grown capsicums, but I have grown chillies (specifically jalapeño chilli which is the same species: capsicum annuum) and the fun part is seeing them gradually change from green to red as they ripen.
I feel a stir-fry coming on.