Moving at extremely fine-grained timesteps can make learning much more difficult, because now a reward arrives millions of timesteps delayed rather than hundreds or thousands. It's like trying to teach a NN to compose piano music by starting down at the 1ms raw audio level. This is part of why audio synthesis was so difficult up until recently with DeepMind's WaveNet. In theory, being able to move every frame should enable extremely superhuman performance, but in practice, you can't learn your way there. So often people will chunk data to make it easier to learn the higher-level concepts: operate on words, rather than characters, for example.