Why hasn't my boyfriend told me that his Grandma has died?

[O]

If he was close to her then he wont want to speak about her in person as it will hurt, especially to you!
and he may think that you would get upset about your mother

Maybe Facebook was his way of telling YOU without actually telling YOU. When you are next together, just go into a cuddle scenario where your face to face, give him a little kiss and cuddle then bring it up and say, " I was having a look on Facebook today (or when you were looking) you didnt tell me about your grandmother" Then give him a massive squeeze and kiss on the cheek (so he knows you care) and say "you know im here if you want to talk about anything" and give him a kiss on the lips and a squeeze cuddle and he will know that he can talk to you about anything, ask him how she died if you dont know why and ask if he would like you to be with him more this week just to show your support :-)