It's practically a given that they didn't flee because of that. If his family would've had something to worry about, they wouldn't have been in East Germany any longer when it was still the Soviet Occupation Zone. Anybody high up in the NSDAP, anybody involved with the SS Einsatzgruppen etc. etc., they already knew what was coming for them when the Red Army moved on Berlin. And unless they were so deeply involved in war crimes that you would know their last name from school, they would have had no reason to flee West Germany with its eagerness to rehabilitate nazi criminals.

That doesn't mean his grandparents weren't nazis during 1933-45, odds are pretty good they may have been, but anybody who left either German state when the Cold War was already underway didn't do so because of any involvement in nazi war crimes or anything like it. They unfortunately didn't have to. And any "former" nazis who made it to the USA didn't go there because they had to escape punishment, but because the US government had a lucrative job offer for them.