Suppose that I am trying to travel from location $(0, 0)$ to my destination $(1, 1)$. Unfortunately, I cannot walk there in a straight line — instead, I can either move horizontally (by taking a step of size $\delta$) or vertically (again, by taking a step of $\delta$). We may assume that 1 is a multiple of $\delta$ (so that it is possible for me to reach my desired destination). How far must I travel before I arrive?
On the one hand, the answer is clearly $2$. The reason is clear: I must travel a distance of at least $1$ to the right and a distance of at least one upwards. So my total distance travelled must be at least $2$. Note that this is true regardless of the value $\delta$.
On the other hand, it is curious that the distance does not approach $\sqrt(2)$ as $\delta$ becomes small. If $\delta \rightarrow 0$, then the grid to which I am restricted converges to the entire plane. Thus, it might seem (although this is incorrect) that my minimum distance converges to the minimum distance in the case where my movements are unrestricted, i.e. $\sqrt(2)$ (by the Pythagorean theorem).
Another way to think about this is the following. Suppose (for example) that I decide to travel as follows: take a step to the right, then a step up, then right, then up, etc. As $\delta \rightarrow 0$, this route converges (uniformly) to the 45 degree line (i.e. the shortest route if your movements are unrestricted). However, the total length of your route does not converge to the length of the 45 degree line — instead it is fixed at 2. Why?