Can it happen to many people who have advanced gum recession that any type of soft tissue grafting just would not help? Where do the gums go to?

Gum disease. Recession is a sign of gum disease. You have lost bone. Grafting can only help if you have enough bone to maintain your teeth. Grafting is done to be able to maintain the soft tissue attachment to protect the bone. A periodontist can evaluate your situation to help you keep your teeth.
ST grafting. Yes, in some cases periodontists cannot restore lost tissue with bone and soft tissue grafting. With loss of bone, the gum tissue follows. Lost cells are not replaced.
Overlooking obvious? Maybe you are overlooking the obvious? You, like most of the baby boomer patients i encountered, are mutilating themselves with aggressive toothbrushing. The concepts of brushing long, hard, with sweeping or circling motions are very archaic and damaging! when the gums are wipe off the tooth the bone support goes as well. Then exposed soft roots become prone to very serious root decay. Floss!