Out on the grill, you're getting heat above and below your burgers. The grease drops below to the fire.
In your kitchen, you're getting heat above and below in the oven. The grease drops through the rack to a baking sheet below. If you line the sheet with aluminum foil, you don't have any cleanup.
(We do not recommend cooking on chrome racks. If you don't have a stainless or nonstick rack, borrow one from your BBQ on the patio.)