I made a post or two about this very issue (directed somewhat at Cakewalk), in which I said:
--
Grid lines in the piano roll should also follow the snap grid settings. This sometimes happens, but the way that the main snap setting and the piano roll's 'independent' snap setting work together is broken. Try playing around a bit with them to see what I mean.
For instance, in piano roll, turn off the independent snap setting. Change the main one and you'll see the grid follow it. All well and good thus far. Now chose a triplet setting. Now the grid does not follow the main setting. Why the difference in behaviour? Now re-enable the independent snap setting. Set it to the same triplet value (e.g. 8th triplets). The grid still does not update. Now change the main snap setting to some other triplet setting, e.g. 1/4 note triplets. Only now does the grid update and show the 8th note triplets.
Basically, you need to need be updating the grid state machine whenever there's a change of state in either the main or local snap settings, and that includes enable/disable.
--
I think both the piano roll and track view grid lines should follow the snap settings better.