At many universities grants for the sciences subsidize other university functions. In computer science, at least, you may have to pay your own salary out of your grants after the university has taken their (substantial) cut for keeping the lights on. Also, all of your graduate students and postdocs must be paid out of your grants (if they don't have their own money); the universities won't pay them to do research in your lab, though they will happily claim the IP they generate.
