Hey Dano,
No knowledge here, just a guess, could it be so the two could not be confussed? I can see where using a live grenade could be bad in practice, beu even worse if a dummy was used in combat, Usually grenades are drilled or painted, but both of these methods would not be as practical with a grenade that needed to be launched from a cup, burning off the red paint, and holes would change the flight behavior.
Wild guesses here, but as no one else has ventured a reason, I figured even if I am wrong, it might start a discussion.
Best wihses
Gus