Originally Posted by WillCAD

Picking up a fresh, operational, unaltered grenade, under controlled or semi-controlled circumstances, will usually not make it go boom.

However, grenades carried by civilians into situations like commercial aviation are typically not fresh-from-the-factory ordnance. Rather, they are usually war souvenirs, which can be quite old and no longer be in nominal operating condition. The pin could be rusted, the spoon could be loose, core could be unstable, the explosive load could be contaminated or deteriorated or unstable. Any such instability increases the risk of the weapon going boom from casual handling.