The answer depends entirely on which grout was used, and the more important point is what sealing does not do.
Cement-based grout
This is the standard product, supplied as a powder and mixed on site. It is cement-based, and like all cement products it is porous.
Water soaks into it, carrying whatever is dissolved in it. In a shower that means soap, limescale and eventually mould spores. Behind a hob it means grease and cooking splashes. That is why grout discolours, and why it discolours worst exactly where it is most visible.
Sealing fills the pores with a penetrating sealer, so liquids sit on the surface rather than soaking in. It does not change the appearance much but it substantially slows staining and makes cleaning easier.
Seal after the grout has fully cured, which is usually at least a week rather than the day after grouting. Reapply periodically, typically every year or two in a shower, less often elsewhere. Water beading on the grout means the sealer is still working; water soaking straight in means it is time to reapply.
Epoxy grout
Epoxy grout is a resin system rather than a cement one. It is non-porous, so it does not absorb water or stain, and it does not need sealing.
It costs considerably more, and it is harder to work with, needing to be cleaned off the tiles promptly before it sets. Not every tiler likes using it.
Where it earns its cost is in a shower, behind a hob, or anywhere the grout lines are pale and heavily used. If you have ever been frustrated by grout that will not come clean, epoxy is the answer to that problem.
The thing sealing does not do
Sealed grout is not a waterproof wall. This is the most consequential misunderstanding in bathroom tiling.
Tiles and grout together are a decorative, water-resistant surface, not a waterproof membrane. Water finds its way through grout lines and around the edges regardless of sealer, particularly in a shower enclosure under direct spray.
What keeps water out of the structure is tanking: a liquid or membrane waterproofing applied to the substrate before the tiles go on, sealed at corners and pipe penetrations.
If a shower has not been tanked, no amount of grout sealer will protect the wall behind. Water passing into a timber floor in a Victorian terrace rots joists slowly and invisibly, and the first sign is usually a stain on the ceiling below.
Silicone, not grout, in the corners
Internal corners, and the junctions between tiling and the bath, tray or worktop, should be filled with flexible silicone rather than grout.
Those junctions are where movement concentrates. Grout is rigid and cracks there, and a cracked grout line at the top of a bath is a direct route for water into the wall.
Silicone is consumable. It discolours, and mould grows into it in a way that cannot be cleaned out. Replacing it every few years is cheap and is the highest-value maintenance in a bathroom.
Ventilation matters more
Sealing grout slows staining. Ventilation prevents it. An extractor that runs long enough to clear the moisture after a shower does more for the appearance of grout than any sealer.