I don't actually feel bad that my grandfather died saturday
Do you not feel bad that he died because you didn't get along with him?
That is part of it. We never bonded in the first place as well.
It's not unreasonable for you to not feel sad that you're grandfather died because you weren't close to him. As long as you understand that your other family members might be grieving and do what you can to make them feel better, then you shouldn't be guilty about not feeling bad yourself.
They think I should be sad and I just don't understand their problem.
Sometimes it is hard to fathom why others are not sad about loss. People grieve in different ways and just because you are not sad does not mean you are not grieving.