It seems that the Find treats the keywords as a complete string rather than a comma delimited list.
Whether or not it does this is dependent on the setting "Treat repeating fields as a single string". If you have this turned on, then yes, the entirety of the keywords fields is treated as one string. If you want it to treat it as a comma separated list, disable this option.
You maybe able to use this to your advantage: with this enabled, if you do a Find on ", Grosvenor," it would only find instances of Grosvenor that are their own keyword (but only if it appears between two other keywords, as the leading comma would mean that it would not find Grosvenor if it was the first keyword.
Also, if you're not familiar with the the "whole words" feature, this would only find word if it stands alone as a word and is not part of another word: for example, searching for "book" would not find an image with the keyword "bookkeeper".
It may be possible to cook up a Regular Expression and use the Grep option that takes care of this without making any matches that you don't want it to, but maybe now that I've clarified on the string vs. list setting, that helps with this task.
