In my experience the zealot’s grenade could stun everything until now. Yesterday and today I had multiple instances when my grenade failed to stun muties, berserkers, crushers. And if I remember correctly, they sometimes get stunned but sometimes not.
Is it a bug or a feature that I don’t know about?
It’s a Holy Granade.
You throw it and pray that it does what you want.
Well, it doesn’t stun Daemon Host for sure.
That I understand and accept 
It does seem like it stuns fewer targets properly. Crushers seem not just more resilient but sometimes immune. Not sure what is going on there.
I’m fairly sure it’s related to damage and/or stagger they’ve taken before the stun goes off. If a crusher’s fresh, I don’t think it affects them, but if you gave them some fisticuffs before throwing it should stun them. At least that’s what I’ve found, who knows how it was designed…