As someone who had to go through the process of applying for citizenship through a maternal grandparent and then applying for a British passport, obviously I can't speak to your exact situation, but I can tell you that in both the citizenship and passport applications, I was asked for additional documents later on in the process. Obviously this is annoying and I was frustrated too, especially since I couldn't understand why the documents I provided initially were not sufficient on their own.

However, it's important to remember that individual case workers are working on each application, and so there is an element of personal discretion to this. Also, depending on the nationality/countries involved with you, your parents or your grandparents, they may need additional documents to confirm the legitimacy and accuracy of the documents you've already submitted. For instance, I'm from South Africa originally and I provided my unabridged birth certificate, which was sufficient for every other application I've ever done. However, for my citizenship application, they wanted my vault birth certificate as well, which is a separate, more detailed document that I had to request with a certain amount of expense and hassle. But it was to have an additional source to confirm information I've already provided. And in the age of online applications for important documents, I can kind of understand this. They need to make sure that everything lines up and supports everything else. Once I provided what they asked for, the process went more smoothly and was approved fairly quickly.

So my advice is, just give them what they ask for and try not to let your frustration get the better of you.