Also a spoiler:
I think this can be explained by the Decepticon logos being applied after the prisoners are captured. Steeljaw said that he destroyed his Decepticon logos because of the tracking chips they contained; suggesting they were applied as part of his incarceration.
Grimlock probably received his logos as part of the same incarceration process.
I'm more interested in why he seems to have lost his memory of why he was imprisoned.