To some extent, this is a good thing. Because it means the spinning mass of all turbines in the grid actually provide a buffer for sub-second mismatches in demand and supply. But it does mean that big demand spikes (or drops) put some wear on the systems. They are made for this, but if it gets very periodic it might be more than designed for.
Note that this means that all turbines in a power network are perfectly synchronized. And if they are not, they are subject to massive torques. This is why a cold start is so hard. You need to bring on generators from one central point to keep everything in sync. And as you bring on new generation capacity you also need to bring on new consumption, that electricity has to go somewhere.
The reason for this synchronization is because the generators are spinning a magnet past 3 coils, and those coils are directly wired into the power network. If your magnets are out of phase then effectively the entire power network will use those coils to generate a field to get that magnet back in sync. All of those coils on all those generators really are all hard-wired together, it still kind of blows my mind.
Broadly speaking, it’s a collective momentum problem. If part of the system inertia sags, another part needs to step in to compensate for the inertia loss, otherwise you have brownouts and eventually, a blackout.