I've found that just saying, "That's an interesting thing to say." and then moving on will confound them. And if they ask for further explanation give them the kindness, "I love you, Grandma." Sometimes it is best to just leave what they say to where and when they say it and move on.
From the outside it seems like she feels left out, left behind, and unhappy about not having someone to make do something. Maybe she has a need for her to validate other people to make her feel valued. And people fossilize. You won't get her to change her behavior at this point.
Just try not to subconsciously adopt that behavior. That happens.