The Falcon 9's grid fins exist to solve a particular problem: Control during engines-first descent. Aerodynamic stability during that phase comes from having the center of mass well below/ahead of the center of pressure due to heavy engines at the bottom. But a stable descent to the wrong place isn't the desired outcome. Further, Falcon 9 flies a specific profile that includes some attitude changes, so active control is needed. SpaceX chose grid fins over adding more-capable thrusters or other aerodynamic solutions, but we don't know exactly why: Cost? Weight (which is basically cost)? Reliability? Reusability?
What about a larger rocket, like new Glenn?
If you just scale-up an aerodynamic shape, keeping everything else in the design constant, it becomes more stable: deviations due to aerodynamic disruptions (wind) and gravity torque (i.e. not straight above engines) will cause slower acceleration.
Why? The moment of inertia $mL^2$ gets significantly larger when scaling up to a larger object of the same shape. $m$ is bigger (by scaling, as the cube of $L$), $L^2$ is bigger. The scaling is generally as $L^5$. But also note that torques are increased: they act over a longer $L$, and come from a larger area (as $L^2$). So, again just as scaling, an angular acceleration of an aerodynamic error goes as $1/L^2$, decreasing as objects get bigger. For gravity, the forces scale like $m$, the torque like $mL$, so angular acceleration goes like $1/L$; decreasing with size, but not as much as the zero case. Bottom line: Controls (fins or otherwise) can get comparatively smaller (still bigger, but not as much bigger as the rocket) as rockets grow in size.
But for fins to work, you have to have airflow. Note that Blue Origin seems to prefer landing via a hover phase. Fins aren't useful then, grid or otherwise. Thrusters are needed.
From the look of the rocket, they're using non-grid fins to move the center of pressure closer to the center of mass (i.e., toward the bottom) during flight, which reduces the control authority they need during the descent. Thrusters might then be enough. Combined with a desire for a hover phase, they might be taking a Giant Thruster Capacity approach. A bigger rocket already has more capacity for thrusters; Blue Origin might have been able to find a way to add some more capacity and get away from a complicated movable-fin system.