My guys LOVE their grandparents! They'll run up to them when my parents are on the couch watching their evening shows & whoever gets to Grandma's tummy or Grandpa's lap 1st wins.
That is a very sweet pic of Huey w/your Grandmother. Maybe they (the dogs) feel a sense of security around our Grandparents just like we did when we were little...The best spot was sitting on Grandpa's lap, for me & we have many pics of my brother sitting on Grandma's lap.