No way they could prepare it on the grill, unless they had a dedicated grill for it. Sharing the grill with real burgers would mean tons of meat grease contaminating the veggie burgers.

They're probably unwilling to dedicate the kitchen space for a vegetarian grill, so the microwave is the obvious choice. Microwaves won't cross-contaminate like a greasy grill will, and are already in the kitchen so the financial risk is minimized.