Mainly we ask for veggies because it soaks up the fish broth well.
I usually go to a chain restuarant called 炉鱼 (Luyu) to eat the grilled fish. You can find this restuarant all over China, but I typically only eat grilled fish when I'm in cities that are close to the sea (ex. Shanghai).
Fun fact: My mom always loves cooking and eating fish beacuse she says it'll make me smarter.