I believe it's generally thought that road riding has a greater chance of long downhills with longer steady braking requiring more heat dissipation. My guess is that like a lot of things on good bikes - handlebars, forks, stems, wheels, brakes, whatever - the features that are important to mega-strong pro and amateur riders just don't make that much difference to those of us who don't tax their equipment like they do. Stiffness? I don't tax it at all. Same probably goes for heat dissipation.

That said, I use MTB rotors on our gravel bikes. The're not Shimano GRX, but Sram AXS, but same difference. I think that a full AXS gravel bike would normally be outfitted with high-ish end Sram road rotors. I put the bikes together and, not really knowing much about rotors (first disk bike), I went with what I thought was a good bang-for-buck price point where I found a discounted high end Sram MTB rotor that was quite a bit cheaper than the similar grade road rotor that wasn't discounted - but would probably have been supplied had I gotten a full built AXS bike. Looks more or less like the Shimano MTB rotor above - Steel ring with aluminum "spokes" but not heavily finned like the Shimano road rotors.

If we in fact ever seem to have heat dissipation issues, I'll "research" which rotors have the best rep for heat dissipation regardless of brand and go with them. We do a lot of road riding with our gravel bikes and being old and more cautious than in years past, I do tend to brake more every year! But zero issues at about 2,000 miles of combined use on two bikes so far.