Are you referring to the grooves seen in Van Doorne push type CVTs? If so, the Subaru CVT pulleys have smooth sides and the steel chain pulls, not pushes with no mechanical interlock between the pulleys and chain. Force is transfered between the pulleys and chain by friction alone.
My understanding is that the CVT fluid stiffens when under pressure such as when trapped between the cones and chain elements and this increases the friction up to the level required. This is why the the higher torque CVTs for turbo, 6 cylinder and diesel engines use a different fluid to the 2.5i N/As.