That is how it was designed to work - ceiling grids are similar to column grids and layout grids in the way they work. Unlike those other grids, they do represent a real-world object (for lay-in ceilings, anyway), but they are just linework. There is no native ceiling object in ACA. If you want an object to which a material can be attached, you will have to use something else to model a ceiling, such as a mass element, or slab.
You could create a Multi-View Block of one ceiling tile, and include a model block that has a Mass Element of the appropriate size and assign an appropriate Material Definition to it. That model block could be turned on for "other" view directions, and the Multi-View Block could be anchored to the ceiling grid. Where that could become tedious is at the perimeter (cut tiles) and ceiling penetrating items (anything in the ceiling that does not take up an entire grid bay). You would probably be better off with one object for the entire ceiling, and having a material that has the grid and tiles as part of the render image.
David Koch
AutoCAD Architecture and Revit User
Blog | LinkedIn
