There are cases that you want more control to your menu
Suppose you want a specific menu with complex css, layout, images.
There are scenarios when you work with DVCS (like Mercurial or Git) and CDbMessageSource. To my experience keeping the development database and production database in sync can be very time consuming. Plus, when working in a team, you never know when the database was updated.
If you want to edit data directly in the gridview in a 'dropdownlist' style, then you could use the 'type' => 'select' option of TbEditableColumn (YiiBooster) or EditableColumn (x-editable for Yii). This wiki shows how to get data from the db for the 'dropdownlist', by converting AR model data into an array that is passed in json format.