You get a rotor turned/resurfaced/cut/whatever to make sure it is perfectly flat, not perfectly smooth. Heat will cause your rotor to warp over time, and that creates pulsing under load—particularly dangerous on the bike. But when you get the rotors cut, you don't get them milled perfectly smooth. A good rotor job will result in a nice, matte surface that really grabs back at your pads. As for why grooves are not a good thing, it's a matter of heat distribution: Thinner areas will heat up faster, which can cause your rotors to warp... and then you have to get your rotors turned anyway.