The casters on a grand piano are purely decorative! Attempting to move a grand piano by rolling on the casters at the bottom of the piano leg can be disastrous.
Recently such a disaster did occur at a nearby school I serve. Fortunately no one was hurt, but the rear leg was ripped apart, and the tail of the piano came crashing down onto the gym floor. This particular piano had replacement rollers at the base of each leg, which made the piano roll more smoothly, but these casters did nothing to prevent breakage when the rear leg encountered an obstruction on the floor.
Here’s a slideshow of the repair: