Earlier quoted context omitted.
Because I don't want my meat to be covered in the ashes, the burnt food particles add bad flavors, ash-covered food looks unappealing, burning off hanging chunks of fat causes excess smoke, and ash-covered food is more difficult to visually measure doneness. Pre-oiling your metal grates should be done to prevent sticking and burning off excess food particles should be done to prevent build-up.
Does pre-oiling actually work? My experience with trying it once is that the oil burned off immediately and did nothing that I could discern.
This is generally only possible with a cleaned grill and it would be prudent to clean your grill after it's heated up and before you apply oil.