I’ve tried a sonic grenade on an Arthron, it “resisted”.
On a mindfragger, it also “resisted”.
How is it supposed to work ?
It will never work because of a huge oversight. As far as I can tell, and I posted about this in reddit and discord, it is a typo. Shock damage dazes a target when it’s damage value is higher than the victim’s general HP. Shock grenades do 10 damage, and are explosive, so this means the 10 damage gets applied to every body part. So if you had 5 body parts, you would at most take 50 shock damage. The issue is that no one has A) 50 HP total and B) they also have armor, which reduces the damage.
I’m 100% positive that shock grenades are supposed to do 100 damage and the fact that they do 10 is simply a 10 typed by mistake when they were programming it. It’s a typo that makes the weapon useless. If it were 100 damage, then you would take 100 shock damage on every body part. Say you had 5 body parts, and 50 armor on each body part. That would still be 250 shock damage, which is more than enough to daze many enemies. Arthrons can have as many as 8-9 body parts. A 100 damage shock grenade would be very valuable, seeing as how they usually only have 30-40 per a body part at most.
Who knows, maybe I’m full of crap and wrong, but I’m pretty sure that’s how it works.
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It would be nice if it was like you explained.
Sonic damage is not shock damage. It daze based on will. I Have not try the grenade but add two soldiers dazed by the scylla that have sonic blast on its head. The sonic damage was a lot less than my soldiers heath but a lot more than their will. It was also explained on the tooltip of the scylla ability. It may be explained in the in game encyclopedia.
If your target had more that 10 will it will not work. Or you may have encounter a bug if they had less than 10 will.
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So you tell wrong. 
@holce2 is right. Sonic grenades are to daze targets with low willpower.
Mindfraggers have more than 10 will ? I’ll have to check.
Anyway, that makes this grenade useless.
They all have insane amounts of will compared to you and diminishing their will bellow 10 usually means that you are close to finishing them all.
You can reduce will with virus damage, killing other enemies, destroying head.
But I agree the grenade is situational.