Marketing hooey... with the right heat treat you can produce a fine grain in any alloy.
Heat treating isn't the only process that affects the grain structure of steel. The way the steel is worked can also positively or negatively affect the grain structure of the steel.
The difference in the characteristics of between cold rolled and hot rolled steel is a good simple example.
If I'm not mistaken, spring steels and firearm parts from better manufacturers are shotpeened to produce a layer of fine grained steel on the surface which can prevent microcracking which can lower the durability of the steel parts.
The BBC News website ran some articles on the Bloodhound Supersonic Car. One of the articles was on the wheels.
"You should take a look at this video to see how the forging is done. The cast billets are repeatedly squished and squashed to give the metal a uniform density throughout, and to align the grain in directions that will maximize strength. The skill of the forge operators is remarkable – a 200kg lump of alloy, tossed around as if it is a pizza dough ball."
http://www.bbc.com/news/science-environment-31845234
This is a video showing the "kneading" process. The appropriate part starts around 2:30.
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This is a video showing the Facom cold forging process for their pliers. Appropriate part starts around 0:50.
<iframe width="560" height="315" src="https://www.youtube.com/embed/sdsmrOh0fe4" frameborder="0" allowfullscreen></iframe>