Nowhere in the main game (to my memory) do we really get any details into Mae's grandma. Granted in "Lost Constellation" one of the first dialogues, Mae and her granddad actually mentioned her grandma and that she died not long after Mae was born. Mae says she remembers her however what if she's not really dead? What if the character Miss Rosa is Mae's grandmother? Humor me for a moment.

Consider that Miss Rosa admits to at the very least being romantic with Mae's grandpa and even makes mention that she was there when Mae was born. Odd details to include if they really had no meaning for a game with so much thought behind it wouldn't you agree?

Now I what some might say. "But Mae and her family are cats!" or "If she was Mae's grandmother then why wouldn't Mae know that? Mae's family or Miss Rosa would have told her!"

In response to that first point I direct you over to everyone's favorite gay couple, Gregg and Angus. They are a fox and a bear and while the game never really comes right out and says it they clearly have been involved with each other and seeing as each animal in the game is merely a stand in for a person (as proven by the actual animals running about like the raccoon outside Video Outpost Too) it is conceivable that any of the characters within the game are able to intimate with each other and maybe even breed.

As for those who ask why Miss Rosa wouldn't be outright known to be Mae's grandmother I would say that if indeed I'm right it makes sense the family might hide this fact. You have to consider that Miss Rosa is a Miss. Meaning unwed. Meaning that her fling with Grandpa might have lead to a child out of wedlock which for the times would have been greatly frowned upon. Might make sense that the family would cover up this out of shame. Being the resulting child resembles grandpa more would make more sense that Miss Rosa would be the one excommunicated from the family to save face. Grandpa could at some point soon after married a nice kitty who dies unexpectedly or perhaps Mae is remembering a hazy image of Miss Rosa without realizing it.