Omnivorous animals like pigs and chickens have always eaten grain, grass, nuts, seeds, grubs, worms and other items. Making them 'vegetarian fed' is not their natural diet. (Non-ruminants have never been a positive source of Omega-3 EFAs. We get the necessary O-3s from grass/algae-fed creatures.)
The problem with corn-fed chickens is not so much diet as it is the conditions in which they are raised. Confined (obviously), bad diets, diseased/medicated, force-fed for growth--a lot of bad things that make for less than perfect food for us.
I Haven't found anything about the protein being depleted in chickens that are grain fed because, as stated earlier, chickens are naturally omnivorous as opposed to animals like cattle for whom being grass fed is much more important.
According to this graph from the Journal of Animal Science in 1993, the main issue with feedlot chickens is a depletion of Omega-3s. IMO, if you take your fish oil there's little reason to justify paying more for "grass fed" chicken.
