Western RPGs absolutely DO have grinding, but they are much, much smarter about it. "Grinding" is basically doing sidequests, which is obiously a much more entertaining way to "grind".
Except games like Elder Scrolls, where there is absolutely straight up (and somewhat poorly implemented) grinding, given how the skill system works. Oblivion and Skyrim have worse grinding mechanics than most JRPGs that come to mind.
Really? I'm going to have to disagree with that. Both Oblivion and Skyrim's base game had level scaling. You could skip content and still be able to complete the main quest without any issues. If you want to grind out your enchanting and blacksmithing to 100, that's all on you. Remove those two skills and you essentially have a system that simply allows you to create a class by using the skills you enjoy using. Oblivion penalized you for grinding - enemy encounters got harder the higher level you got, so if you decided to sit and grind say... athleticism and evocation, you were screwed.
In a game like Baldur's Gate, combat was more like a puzzle. Once an area was cleared, you could travel to and fro without issue. Side quests gave you an opportunity for more combat, which meant more XP; but it also gave small bits of story, even if it didn't relate to the main quest.
In ye olde JRPs, you'd hit brick walls called bosses. And I'm not talking about bosses like Ruby and Emerald which boiled down to, "Hey, grind out chocobos for Knights of the Round. Then grind out Mimic materia. Then grind it out a few more times so you get copies. Oh yeah, make sure you're level 99!" To this day, I have no idea why Ruby/Emerald/Diamond existed. No one said, "Hey, good job for killing that giant thing terrorizing us!" You just got a ton of gil, XP, and an ultimate weapon that'd help you take down the next super-boss.
There were main plot bosses that would simply swat you down in a few hits if you weren't level X. Grind out an additional 5 levels and that boss became a challenge.Cast Ultima? Why yes, I'd like that! Equip this magicite? Now, to the Veldt and grind that shit out! Awesome, Celes, Locke, Terra, and Mog are level 99. Time to beat the game. Oh. I -have- to use every party member? Well, back to The Veldt to level up Strogoss, Realm, Umaro, and Gau. (I mean really, who used Umaro and Gau?)
Then you have things like FF8's draw system where you simply repeatedly drew from creatures for spells.