Yes, when you load an existing workbook into a worksheet by calling WorksheetGrid.LoadFromWorksheet, the grid takes ownership of the workbook and will destroy it automatically. I see that this is against the rule that the user must destroy everything himself which he created. Maybe I should change this behavior, but it would mean that the input spreadsheet must be copied into the internal workbook which could cause trouble if users provide large workbooks. At least there is a note in the comments of this routine which also appears in the help file.
You could add data to the worksheet provided by the worksheetgrid directly. In this case there is no external workbook at all, and no need to destroy it (look at my example above).
The Parent is needed when you call AutoColWidth because without a Parent the grid cannot create a Handle, and without a Handle it cannot measure text widths.