Sensing schemes based on Rayleigh anomalies (RAs) in metal nanogratings exhibit an impressive bulk refractive-index sensitivity determined solely by the grating period. However, the surface sensitivity (which is a key figure of merit for label-free chemical and biological sensing) needs to be carefully investigated to assess the actual applicability of this technological platform. In this paper, we explore the sensitivity of RAs in metal nanogratings when local refractive-index changes are considered. Our studies reveal that the surface sensitivity deteriorates up to two orders of magnitude by comparison with the corresponding bulk value; interestingly, this residual sensitivity is not attributable to the wavelength shift of the RAs, which are completely insensitive to local refractive-index changes, but rather to a strictly connected plasmonic effect. Our analysis for increasing overlay thickness reveals an ultimate surface sensitivity that approaches the RA bulk value, which turns out to be the upper-limit of grating-assisted surface-plasmon-polariton sensitivities.