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By accidentally reading the info of the grub2-efi-modules package my penny dropped and I found my needed answer:

Fedora builds a grubx64.efi (the boot.img and core.img) within their build system and then signs it in order to support UEFI Secure Boot. This signed binary contains the most common GRUB's modules like normal.mod, boot.mod, linux.mod ect. needed to access different filesystems and boot the Linux kernel. Should you need to included more modules, then you can build your own grubx64.efi by choosing the wanted modules provided by the grub2-efi-modules packages.

Conclusion: The /boot/grub2/i386-pc and /boot/grub2/x86_64-efi directories are not needed because all the needed GRUB modules are available in grubx64.efi. Weather it is a TianoCore UEFI Virtualized or a bare metal UEFI system makes no difference.