I'm no expert but generally I believe that the smaller diameter makes for easier and quicker steering on the road, whilst the larger makes shorter work of obstacles off-road as well as not getting as stuck in mud/sand etc.
I'm sure there are more in-depth reasons that will follow. Tyre choice is a pratical issue to consider: stickier rubber for 19s and more knobbly profiles for 21s...
Adventure: it's an experience, not a style!
(so ride what you like, but ride it somewhere new!)