Like others already said, you can still root your GrapheneOS, there are two ways to do this:
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Just unlock your bootloader, flash Magisk or whatever, done. Disadvantages, you cannot lock your bootloader again, thus creating a huge security gap where an attacker, when gained physical access to your phone, overwrites your boot partition and you boot your compromised system without noticing. Which is bad, IMO.
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Recompile GrapheneOS with Magisk installed, signed it with that key and use this key in your bootloader to lock it. You essentially created a GrapheneOS fork, can no longer use their OTA update server and use the security updates, etc. You need to create this yourself.
Yeah, they don't prevent you from doing it, the same as original ROMs don't prevent you from doing it.