Thanks for the link, Gerund.
Password, it's not as simple as that. Grouse hunting is a sport. The heather has to be managed to enable sufficient grouse to breed so that everyone who wants to partake in the sport can have a go. People don't just go out to see if they can find a few grouse to shoot at, it is a big organised event, where beaters encourage the grouse to fly, to give the shooters a much better chance of actually having something to shoot at.
In the past, there was far more moorland covered in heather, and far fewer people wanting to shoot the grouse. It was probably sustainable. Now, not only the landed gentry, but any old Tom Dick or Harry that wants to show they have "arrived" wants to hunt grouse. (Not saying its all right for the landed gentry to do it, not everyone else, just pointing out that this means more people are shooting on less land.)
So, the grouse populations are "managed". You can't breed them, so it's actually really a very inefficient form of food production.
Before supermarkets, there were still food producers, who took their produce to be sold in markets and shops. They didn't choose grouse, as it wasn't cost effective. Certainly, a looooooong time ago, hunter gatherers would have hunted grouse. They didn't have guns, then, though.