Curtain walls are one weird family. Don't get me wrong, I like how easy they are to "design" them. They are very flexible and you can add/subtract grids, move them around etc. Obviously, they could be better, but on the whole they're great.
Why do I think curtain walls are weird? Mainly because you cannot turn off their visibility like any other object in Revit, as the different components that make up a curtain wall are scattered around under numerous categories: Walls, Curtain Wall Mullions and Curtain Panels. Personally, I think it's time that these categories are re-visited.
My suggestion is that there should be a "Curtain Wall" category with at least the following subcategories:
This way, users can turn off curtain wall visibility at one go just like other object categories, and can also have a logical number of subcategories that users would find more "natural" than what is currently implemented.
So now back to the original question. Grids are controlled by the Wall category, so if you're trying to move mullions around and cannot seem to be able to pick the grid that controls mullion location, check that the Wall category's visibility is turned on. This catches a lot of users by surprise when documenting/designing curtain wall elevations in views with applied view templates that might turn off the wall categories. Once again, with the current implementation, if a wall surrounds a curtain wall and we want to turn them off for documentation purposes, we have to manually override the visibility of such walls or use the linework tool to turn wall linework to invisible lines. Now that's weird!