I'm not a fan of Nancy Grace, but I read the transcript of that interview, and it didn't seem like a 'grilling' to me. She was simply asking questions about the scene of the crime.
I suppose if your kid disappeared and you made the mistake of talking to that idiot you'd know exactly how it would affect you?
Before it was over, Grace was pounding her desk and loudly demanding to know: “Where were you? Why aren’t you telling us where you were that day?”
Yes, it was a "grilling' when you're pounding the freakin desk and asking "why aren't you telling us..."