Grooved steels are basically files, and filed edges, like every other finish, have advantages on certain media. There has been a lot of discussion on rec.knives on filed edges, including a recent one comparing them to diamond and ceramic rods.
Files are what I tend to prefer on the machetes usually hardened to 45-48 RC. A bastard file to set the edge and a butchers steel to maintain it. This is also the hardness of most cheap kitchen knives, and they cut very similar materials.
High end kitchen knives can take much finer bevels and thus don't need an aggressive an edge to cut very well even on skinned vegetables. It would not make a lot of sense to run a grooved steel down the edge of a Japanese kitchen knife for example, a very fine ceramic is enough for them.
-Cliff