She fired the grenades into the big eggsack, which is not really a vulnerable spot because it's just an ovipositor/womb that she can detach from without dying.Also I just remembered that Ripley tried using grenades on the queen in Aliens, and all it did was piss her off and make her detach herself from her egg sack, so grenades might not be the best idea against a queen. Lol
A direct hit on the Queen with one of those grenades might've hurt her pretty badly, at least the OG 15 foot Queen.