Grilling is the introduction of the meat to a very high heat grill that sears and seals the outter layer of the meat and keeps all the juice and flavor inside the meat. So the outside grills or sears.. and the inside steams itself with the heat. The meat literally makes contact with the grill.
Roasting or baking is the introduction of the meat to a heat source that doesn't make contact with the meat like a grill does. It goes in on a roaster or baking pan, and the heat surrounds the meat and cooks it. If you can get a 500 degree oven.. you will get a better seal or sear.. especially if there is fat around the meat. But, it is a slower dryer method of cooking.
Some foods are better on a grill.. some it doesn't matter, and some foods that require a longer cooking roasting time.. are way better in a slower oven with lower heat to 'melt' the tough muscle.
