Comment # 3 on bug 1174131 from Fabian Vogt

That's what I thought in other bug reports as well, but apparently there are
some which use modules not included in grub.efi. Some modules might also be
unsuitable for secureboot environments, though that could be checked on
runtime.
Another use-case for the .mod files is that they can be used to create a custom
grub.efi binary with grub2-mkimage.

If the static grub2.efi with all modules doesn't turn out too big, I'd be in
favor of not installing the .mod files by default too.