First of all “Mazal Tov” and I wish you and your family many years of much happiness and good health together!
As you probably know, the widespread Jewish custom is to officially name a baby boy at the time of the bris milah circumcision ceremony, and to name a baby girl during a public Torah reading service in the synagogue, usually on Shabbat.
I assume you would like to know in advance out of curiosity, to allow for any input on your part or just to share in the experience of the amazement surrounding beginning a family member’s new life in this world. I understand you and can relate to all the above reasons.
However, whether the parents choose to keep the baby’s name a secret until they make the name “official” is their prerogative and is a personal decision.
There is no right or wrong or “usual” in this matter, and if the parents would ask me whether to tell their parents in advance I would advise doing whatever will make the grandparents the happiest. Family harmony is at the top of my list of priorities in general.
I know many grandparents (ourselves included) who are told the name a day or so before the naming and we felt happy not to be 'left in the dark'. We thanked our wonderful, loving and considerate children for telling us. Although it was a bit awkward once when the parents changed their mind for the baby’s name literally at the time of the naming ceremony.
In summation, it’s a personal decision for them, and if they choose not to reveal their choice of name in advance I am sure they have a valid reason and their decision should be respected. But that doesn’t mean you cannot tactfully inquire about the name if you like, making it clear that although you would like to know, you are not pressing at all, and whatever they name the baby is wonderful – and that you will love them and your new grandchild unconditionally. Mazal tov and may you all share only happy occasions!