When I use a juice with high PG content, my throat constricts and I feel a strong stinging sensation. It also causes sores in my mouth.
PG comes from fossil fuel and is a byproduct of oil refining and natural gas production. It is "generally recognized as safe" in small quantities, but it is found in many every day products including food, shampoo, toothpaste, lotion, soap, cologne, perfume, deodorant, and others. Since it's found in so many products, I am not convinced we are only exposed to safe quantities. I choose to limit my exposure to it as much as I can.
VG supposedly hasn't been studied as much, but it comes from a natural food source. That doesn't mean it's healthy, but if I were making a bet I'd bet a product from a natural food source is safer than a product derived from fossil fuel.