A lot of grandparents are just like that. Just keep telling them no politely and try not to let it rattle your cage when they keep insisting. It must be good practice for something, although I am not sure what.

My mother's mother was like that and I found it very annoying when I got to be a teenager, but it was still nicer to have a grandmother who cared than my other grandparents, who never even let us sit anywhere besides their kitchen because they thought we would mess up their house!