What's up with this scene? Off the shelf light and material and I get grain with all render engines?

Decrease the noise level, maybe then you get better results.

Glass sphere with rays that refract through the medium and come out the other side. Scattered secondary rays covering much more area than the primary rays.

There is no high frequency displacements or high frequency texture maps affecting the primary rays, you only need 3x3 primary rays. Not 16x16. Overkill and forces Mantra to fire 256 samples for every pixel which will cascade greatly with indirect rays.
Firing off way too many rays all over and not targeting noise.

You can enable the Indirect Samples toggle and focus rays specifically reducing noise to an acceptable level while supplying enough indirect samples to actually achieve the noise threshold. Approach is to increase the Max Indirect Ray Samples and then decrease the noise threshold until a balance of render time and quality is achieved.

See the two attached images. Note that the exposure has been bumped up 8x to magnify the noise to see the difference.