If you follow the story it sounds as if they are talking about the adult soccer player (Messi) "scoring" and the chat bot wanted the nudes of Messi "scoring" (based on context). Not of the kid. Still weird, but not as weird.
As dumb and useless as I think Grok is, I think you've identified what actually happened, which is significantly more benign than asking a 10 year old for nudes.