Unless Rowling retconned it she herself said he saw his family, his sister being alive and him and his brother reconciled.
Was this in the main series? If so his deepest desire could've changed after all these events. It could have been Grindlewald and then turned into his family after whatever happens in this.
There are about 70 years of difference between this movie and the events in the book, but the incident that made his family his deepest desire happened years before this movie. More specifically, his sister was killed when he, his brother, and Grindelwald got into a fight. So he probably shouldn't have Grindelwald as his deepest desire.
Of course his desire could change over the course of 70 years. Not least because the whole Grindelwald thing was over and done with at the time of Harry Potter, so he has a completely different perspective. People are really bending over backwards to try and find inconsistencies with Rowling's statements.
I don't necessarily disagree, but it's definitely weird. By this point in the timeline, Grindelwald had cast the Cruciatus Curse on Dumbledore's brother, caused a fight between himself, Dumbledore, and his brother which led to Dumbledore's sister being killed, gathered an army that had committed "mass-slaughter", and made it clear that he wanted to enslave Muggles.
So yeah, it's kind of weird that Grindelwald is his deepest, strongest desire.
I'm gonna try and put my finger on something that bugs me, but it's difficult for me to describe properly, bear with me. A lot of the time I see people voice these kinds of reservations about things when a story progresses. How what we're now seeing isn't consistent with what we saw before. And a lot of the time (not always, TLJ Luke is a good example of when not), to me it feels like rather than being inconsistent, we just learn more. Like, in this case we learn more of Dumbledore as a character, that his love for Grindelwald was really strong. But a lot of the time people prefer to criticize the author or point out inconsistency, rather than accept that the character didn't turn out the way the expected. (so I think your assertion that it's weird is a bit premature)
Besides, what he desired was a young Grindelwald, no? So that could very well mean that his strongest desire was to go back in time to before Grindelwald turned evil and did those horrible things, i.e., longing for a time he could never return to. And by the time the Harry Potter books come along, he's dealt with those emotions regarding Grindelwald, but of course still misses his family.
This was exactly what I was thinking. ---
He who fights with monsters should look to it that he himself does not become a monster. And if you gaze long into an abyss, the abyss also gazes into you.