Bret gives the example of the Tokyo terrorist attack that released sarin in several crowded subway cars... and killed 12 people. Grenades would have killed far more people far more quickly... and that's the point: chemical weapons are far less effective at delivering death than explosives are.
Edit: Wikipedia gives 7mg/m³ for a lethal concentration for one of the Novichok agents, 28mg/m³ for sarin.