The grffile package is already included, in:
[[help:org-latex-default-packages-alist]]
The text above is an Org hyperlink describing the
"org-latex-default-packages-alist" variable.
However, grffile, as it is included, doesn't have any options (this is
indicated with the empty quote-unquote next to the "grffile").
So, for now, in your LaTeX document, do:
#+LATEX_HEADER: grffilesetup{}
... and insert the options for grffile between "{" and "}". For example:
#+LATEX_HEADER: grffilesetup{filenameencoding = utf8, space}
I'm also not a programmer, but I did notice this odd behavior. :)