I think the idea is that harder steels on well-forged/treated knives are better capable of benefiting from finer stones, because they can take and hold a sharper edge. With softer steel, a very fine edge wouldn't last.
You'd need coarse stones for maintaining any kind of knife, but of course softer knives would require more frequent attention.
Also, there's the old issue of what level of fineness is necessary and practical for kitchen knives. Good Japanese gyuto can definitely be sharpened much finer than you'd want, but for most purposes many feel that a 5k or 6k edge is plenty, if that, and anything finer, while fun and interested to mess about with, is overkill and impractical because fine, fine edges don't last as long.