The ability to feel empathy usually requires some personal understanding of and/or experience with sorrow or pain. I suspect it's why so many children and teenagers share certain overt qualities with sociopaths (while not actually being sociopaths).
That said, even if you were a deeply empathetic person, it can be difficult to experience profound emotion at the death of someone who had, at best, a tangential impact on your life. Which is the case for many of us when it comes to Grandparents. While they clearly played huge roles in our parent's lives, we often see little and less of them as children. I can understand why, at their passing, we might wonder why our parents seem deeply bereaved, while we ourselves feel next to nothing.
I can guarantee that for most of you, your first real loss...be it a parent, a friend, a lover, or even something as simple as a well loved pet...will have significantly more emotional and psychological impact than the death of a seldom seen grandparent. With the obvious qualifier that some people grow up very close to their grandparents, so naturally none of what I'm saying here applies to them.
As a postscript, I find overt demonstrations of a carefully cultivated lack of empathy on the internet to be hilariously sad. Going out of your way to make a point of how little you care about something is not a sign of being dark or haunted or edgy or even genuinely emotionless. It's a sign of attention-seeking and insecurity. If you fancy yourself an unfeeling hard ass, understand that "not caring" manifests as "not caring" and "not commenting", as opposed to going out of your way to have everyone gasp and wring their hands over what a cavalier monster you're being.