Do dogs actually need grains in their food?

Dogs don't have a requirement for grain. They have requirements for protein, fat, essential amino acids and fatty acids, vitamins and minerals. Grain is one convenient way to deliver energy and to give kibble the starch it needs to hold its shape through the extruder, and there's nothing wrong with it as an ingredient.

So neither 'has grain' nor 'grain-free' tells you much about a food by itself. A wheat-heavy recipe padded with wheat gluten and a grain-free recipe padded with pea protein are doing the same thing: lifting the protein percentage on the label with plant protein while keeping the meat content down.

What's actually worth reading is the top of the ingredient list. Is there a named animal protein leading it, and does animal protein appear more than once? Or is it one meat name followed by a run of pulses and starches?

We went grain-free because of what we wanted the recipe built on, which is New Zealand meat, not because grain is villainous. Some dogs do genuinely better without grain, particularly ones with sensitivities. Plenty of dogs do beautifully on food with grain in it. Both things are allowed to be true, and your dog's own results are better evidence than either camp's marketing.