The grout is just to fill the inevitable gap between the base plate and concrete. Neither concrete or steel is likely to be precisely normal to the axis of the force, or precisely at the correct level, so grout is used to make up this tolerance. It is non-shrink so that it doesn't shrink and allow the column to lower. A sand-cement grout can be used, and often was in the past, but there is an amount, albeit small, of shrinkage in grout which does not have the anti-shrink additives.