The intense heat of the grill triggers the Maillard reaction (in which the compounds in food - the proteins, amino acids and sugars in meat, for example - react to create darker colors and more intense aromas and flavors) along with caramelization (where at even higher temperatures the sugars in the meat and rub or marinade brown) and char (in which the burning fuel and the vaporized drippings from whatever you’re cooking impart even more flavor to the meat).
Grilling is special because it jump-starts the complex chemistry that gives meats a delicious crust, flavor and texture profile. According to archeological evidence, humans have been grilling - quickly cooking food over a direct flame or radiant heat - for at least 2 million years, and it remains one of the most popular methods of cooking.