Most likely your problem is caused by your dishwasher detergent. Many of them will cause aluminum to oxidize creating the issue you are experiencing.
I would suggest that you hand-wash and remove the oxidation as it looks quite extreme. (You don't want any of it to come off in the dishwasher and be deposited on other dishes.)
While it technically may be 'dishwasher safe', to prevent the oxidation from reoccurring I would recommend going forward that you hand-wash. The other option may be to try different dishwasher detergents to see if you can find one that does not cause this reaction.
You are seeing oil polymerisation, otherwise known as seasoning. It is not required on stainless steel, but it can happen on its own under some conditions (a very thin layer of oil, or only a spray of oil mist, on a very hot pan surface) and wokking produces these conditions at least on parts of the surface.
It is your choice whether to keep it or clean it. You won't be able to maintain a great seasoning on stainless steel, it will be somewhat patchy because it cannot cling as well as it does to reactive steels or iron. But since it is not functional on stainless, the quality of the layer is not really important. Just pay attention that it really stays a seasoning (made from burnt-on decomposed oil) and does not become char from carbohydrate deposits.
If you decide to clean it, you won't get far with physical efforts or everyday cleaners. The more convenient way is to use boron based cleaners, but they are not sold in some parts of Europe due to safety and environmental concerns. The other way is sodium lye, which does not have the boron toxicity but needs safe handling procedures because it is very corrosive.
You can also choose to retire that wok and switch to a carbon steel wok, which can hold better seasoning (and also, being many times cheaper, causes less consternation if it stops looking good). For that solution, you also need to season properly, which does have a learning curve at the beginning.
A side note:
Am i doing it wrong
You may have a somewhat wrong wokking technique - I am surprised that your bottom is so clean while the walls got so much oil polymerisation. My suspicion is that you are overcrowding the bottom and not pushing enough food up the wall. But that is only an aside, since it matters mostly for taste, not for cleaning.
Best Answer
For the grate in an outdoor grill, I think you can feel safe not cleaning it, but only under the following condition: Before each use, you heat the grill to a temperature in excess of 250 degrees (F) for at least 15 minutes. Gotta heat it up to make sure you kill everything that might have got onto it since you last used it.
Since you really ought to heat the grate up pretty seriously before trying to cook on it anyway, this is almost a no-effort thing.
In terms of extending the life of your grate, it's good to give it a good burn-off AFTER cooking if you're not going to clean it outright. Burning off will make sure there aren't any wet or corrosive things still left on the grate.
As to the broiler pan, I would never let that one go unwashed. Unlike a grill grate, you don't preheat it, so you don't have a chance to kill the beasties that might have grown up in whatever you left on it from last time. If you cooked a steak yesterday and didn't wash the pan, the grease and juices have had 24 hours to attract and breed bacteria and whatever by the time you use it today. Then you pull it out, plop another steak right on your bacteria colony, and broil. What's exposed to the heat directly may get hot enough to kill germs, but what's directly under your steak almost definitely will NOT.
Will you get sick if you don't clean your stuff? Maybe not--it's your life. But please, please, please, don't be so casual about cleaning if you're cooking for ANYBODY else. And really, cleaning a broiler pan isn't that hard. You can man up and just do it.