Seeing his allies, plural hopefully, inside and moving, Heavyarms makes a quick tap on the window simultaneously saying "It's heavyarms, open the door?" He didn't want to startle them, but he did need to get in, and breaking the glass seemed unnecessary. The grenade didn't, and would leave more of an indicator that they'd been there, but breaking the glass seemed wasteful.
[spoiler]Free Action: Alert Greasemonkey and Dove to his presence...[/spoiler]