Thanks for your report. I fixed this in grub2 1.98+20100527-1:
* Don't fail on purge if the ucf association has already been taken over
by a different grub package (closes: #574176).
** Changed in: grub2 (Ubuntu)
Status: New = Fix Released
** Changed in: grub2 (Ubuntu)
** Attachment added: Df.txt
https://bugs.launchpad.net/bugs/620996/+attachment/1503111/+files/Df.txt
** Attachment added: Dmesg.txt
https://bugs.launchpad.net/bugs/620996/+attachment/1503112/+files/Dmesg.txt
** Attachment added: DpkgTerminalLog.txt
