That is a good question. Although they do not need it, and too much can be a bad thing, budgies will still consume small amounts of grit. There are two main theories advanced for this behavior, and I think they are in a degree both true. When people take over the counter stomach ache cures, whether it be that thick milk like liquid or chewable tablets like tums, they are almost entirely chalk. You wouldn't really think about eating a teacher's black board chalk as a good thing for your stomach, but it actually is. It reduces acidity and aids in faster digestion. When birds crush grit down and swallow it, it could be that they are just trying to settle their stomachs a bit. I do not give my birds grit, nor do they really need it, but that doesn't stop them from picking minuscule bits of sand and stone out of my carpets when they are out to play XD Also, parrots are known to receive trace nutriment from things like mud and grit that they could not receive elsewhere. It could be that the instinct to mash small amounts of grit into their food could stem from a need to absorb things it.
Either way, its not harming her to give her some in small amounts occasionally. It is a complete misnomer to say that they need it, however. There are many species of birds who require grit to help mash up the hard shells of the seed they eat whole- but budgies like all parrots husk their seed first.