grid on only set the grid to the current axes. To get grid.lines in all subplots you need to make each of the subplots current axes, typically something like this gets the job done:
for i1 = 1:4
subplot(2,2,i1)
grid on
end
However, sometimes when much decorations (adding of colorbars) have been made to an axes so that its position have changed from the default this can delete the subplot and create a default-located emty subplot with grid-lines. If that happens you might get away by manually making each subplot current and then manually call grid on.
HTH
