The green LEDs are just an indicator of stepper driver activity. Electrically they are just the voltage on phase A1 with respect to ground. This means that if the driver chips are activated or changing this phase may change. Since grbl asserts ENABLE to all chips they tend to all go on when grbl is activated.
Mostly the LEDs are there to provide an indication that the motors are running and working. It’s useful for diagnostics to see if grbl is talking to the board, and to see if the drivers are working even if the motors are not (mis-wired, disconnected, blown, etc.)