He was stationed out in Granary the longest in his career as a RED mercenary (as determined from the Meet the Soldier video), so I think CP maps are what he's most familiar with. He's stationed at 2Fort now, but capture the flag isn't all that interesting to him because being the second slowest class makes him not so effective at retrieving the intelligence and having to listen to Scout boast about how many times he captured the intel that day grates on his nerves.

At least with CP maps, he can make better use of his skills. It's more traditional warfare that he's used to even before joining RED, so he's more comfortable with the setup. He prefers regular CP maps over Attack/Defend maps because RED always defends and Soldier likes offense the most. This is also why Payload maps are low on his favorite list.