When you are in a grep buffer and press 'g', it does re-search properly, but doesn't prepend the normal header lines, i.e. sth. like:

    -*- mode: grep; default-directory: "..." -*-
    Grep started at Thu Oct 10 10:23:38

    find ... -print0 | xargs -0 egrep -n -e ...

Same is if you M-x grep-find while the grep buffer is the current one; but if you issue command from another buffer, the header is inserted properly.