On an UEFI system (most modern PCs these days) you skip all the complexity that GRUB brings. GRUB has two functions: it serves as a boot manager, i.e. it shows a menu of entries that you can boot, and it acts as a Linux bootloader. In addition to this it knows how to read from a variety of file systems, and it can chainload another boot loader, typically for Windows.
On a UEFI system you can do without all this. The Linux kernel knows how to load itself (if the kernel has been configured to include the EFI Stub Loader), so the boot loading part of GRUB is redundant. The UEFI firmware ("BIOS") can load the kernel, and the kernel can set itself up in memory and start running. The firmware also contains a boot manager, but you can install an alternative simple boot manager like systemd-boot.
In short: there is simply no need for GRUB on a modern system.