I always groom after for a few reasons.
First, to get some of the sweat off. On a hot day I might hose him down, too.
Second, to look for cuts and bruises, as mentioned before, but also to look for sore/sensitive spots and sweat wear patterns (one of the signs of a poorly fitting saddle is uneven sweat spots).
Third, he enjoys it. I want him to like being with me, so I always go over his entire body, give a few extra scratches in his favorite spots, make him realize that I'm about more than just work.
Fourth, I enjoy it. I like spending time with him, and what better excuse than just grooming.