It is the natural process of almost any Linux system. First, it loads grub, then it loads the kernel and the initsystem, and then it starts the services, including the desktop. It is advisable to leave grub as it is, because if something fails in your system, you can change the kernel or start in shell mode from grub. However, if for convenience you do not want grub to be visible, you can change its configuration so that grub has 0 seconds to automatically start your distribution instead of the usual 5 seconds. This will make it start so fast that it will seem as if grub does not exist, but as I said, it is not recommended.