Because grc.com is a joke. They were the "poster boy" that made Zone Alarm famous.

If you want to thoroughly test things, you don't go to some third party that promotes its own products. You use proven open-source tools from developers that have no money motivated motive. (As in they do it, because they love what they do).

Honestly, how can you trust grc.com if they don't reveal the details of their tests? (source code?). How do you know such online security tests are trustworthy?