You are probably misreading the signs. An “R” means that reservation is possible, not that it is compulsory. GR just means that reservation is obligatory for groups. Are you a group of more than 10 people?
There are only a handful of trains with compulsory reservation in Switzerland. The Chur - st. Moritz trains do not require reservation. The Zurich to Chur trains do not require reservation as well, but the railways will always happily take your money. You will likely be the only ones on that train with a reservation.