If that story is true and not just folklore, I doubt Mick was all that peeved. I'm sure when the Beatles heard Sympathy for the Devil they thought, 'great song, wish we wrote it' and when the Stones heard Revolution they thought, 'great song, wish we wrote it.' All I know is, how bad ass would it have been to be at that club?!
I'd be pissed. Sure, he likely admired the work and I'm sure the Beatles thought the same of Sympathy but you don't show up at a dudes birthday party when he's dropping his new album and then casually throw on Hey Jude! C'mon!
It's not one of my favorites either but I think it has more to do with how incredibly over-played it is than anything. I bet if I heard it for the first time, in the context of when it was released, I would be pretty blown away.