Studying anything is not required for using the AJATT method. AJATT is about acquiring a language through immersion. At the core there's the idea that if infants can do it, adults can too. Instead of studying ajatters make effort to understand messages in the language when they immerse.
If by studying grammar you mean learning from a grammar guide, we often recommend doing it because it optimizes your path to fluency, accelerates your progress, removes extra bumps on the road. You learn common patterns early on and as a result it increases your comprehension.