When holding a charged grenade as a worlock, it can be cancelled with the "Next/Previous Weapon" keybind (default mapped to scroll wheel). However you cannot cancel a grenade with the "Switch to Kinetic/Energy/Power Weapon" keybind. This is likely because that feature was not considered in the port from console. This results in not being able to cancel a charged grenade into the weapon that you had equipped before you started charging. This should be a simple fix and hope it gets considered.