The grate limit of a steam locomotive firebox and boiler is the maximum sustained rate of thermal energy production that can be obtained with a given firebox and fuel. No matter how much fuel and air you try and get in, you cannot exceed the grate limit.
There are several reasons for this. One is that there is an optimum depth of fire for good combustion; too thick, and the fire will be too cool; too thin, and there won't be enough burning fuel to generate the optimum amount of heat. The second is that there's an upper limit to how much air can flow through the firebed - too great a rate of airflow, and you get fire lifting, where the hot coals are blown from the firebed by the force of the draft and ejected from the stack.
As it is, when a locomotive is being fired near its grate limit, especially by an automatic stoker (with its scattershot spray of smaller coal lumps), a large proportion of the coal fired is blown straight out the stack unburned. When a Pennsylvania Railroad Q2 Duplex achieved the greatest horsepower ratings ever witnessed on a test plant at the Pennsy's famed test rollers at their works in Altoona, Pennsylvania, where nearly eight thousand horsepower at rail was recorded, a full half of the coal fed in by the stoker left via the stack totally unburned.
As that example shows, firing a locomotive close to its grate limit results in reducing the already lamentable efficiency of the steam locomotive still further -- as well as polluting the atmosphere with great plumes of billowing black smoke and bits of coal. The steam locomotive was a bit more of an environmental nightmare than we tend to remember, nostalgically.