Grindelwald loves taking proud people down a peg or two. When he captures Graves, he admires how proud and defiant the man is, even tied down and gagged, and facing the possibility of death right in the face. So he takes his time stripping the man of his clothes and his dignity, touching him everywhere, commenting on aspects of his body as he goes. By the time he is completely naked, Graves has lost his composure and is a crying, humiliated mess. At that point, Grindelwald fucks him.