The point of the Anti-Gadoid gun in Dying Light

So apparently in addition to the prologue, the ending must be played by yourself. My friend and I just happened to quit right before starting the last mission. I guess the game has logic to block your multiplayer if you're on the last main mission, even if you have side quests. Once we finished the main quest we were able to do multiplayer again.

I can't say if it's normal or glitch but i noticed the same. However i did not find a situation were a grenade or bombs could be very useful. If you want to get through a lot of zombies you could just jump over them or just use the firecrackers to distract them. Else you could use explosives in the enviroment like those gas containers which will kill nearly zombies instantly.