Yeah, those grackles have dry scaly bird feet that don’t conduct very well. The current is so low that they’re barely even getting a tingle. Heck, they might even like it.
I suspect that's the trouble. I've been told that heavy callouses on the human hand actually lessen accidental shock; the callous acts as an insulator.
Increased voltage will overcome this natural insulation but rather than spending money on a fence charger, try a conductive gel like vaseline on the wires. Fair warning: if this actually works, you'll probably KILL the bird.