Industry standard grit sizes: 8, 10, 12, 14, 16, 20, 24, 30, 36, 46, 54, 60, 70, 80, 90, 100, 120, 150, 220, 240, 280, 320, 400, 600, 700, 900, 800, 1000, 1200, 1500, 2000.
So as you can see, there aren't any significant holes. From a practical point of view, a set of 60, 80, 120, 240, 320, 400, 600, 800, 1000 will serve most needs up to microscopic work.
The abrasives are available. My question is: why don't most of the hobby suppliers supply the most useful grit? Flex-i-file is particularly annoying—such a useful tool, with mostly useless abrasives!
To answer your question about microfine materials:
Microfine materials are defined as polishing, rather than abrasive. This is usually applied to materials of greater than 1000 grit, and are more commonly given in micron sizes, rather than grits.