Given that Grizzly grew up in a tiny cage in a pet store, he obviously isn't that well traveled. You'll have to wait and see where he goes as part of this storyline, but he hasn't been all around like Bean has. Not that Bean's been out of the city, even, but he's still been around a bit.
One reason we're hesitant to bring Grizzly upstairs is he's a squiggly pig, and carrying him on the steps doesn't seem safe.