GRUB has two distinct boot methods. One of the two is to load an
operating system directly, and the other is to chain-load another boot
loader which then will load an operating system actually. Generally
speaking, the former is more desirable, because you don't need to
install or maintain other boot loaders and GRUB is flexible enough to
load an operating system from an arbitrary disk/partition. However,
the latter is sometimes required, since GRUB doesn't support all the
existing operating systems natively.