The short answer is . Toho originally licensed Gransazer to various Southeast Asian distributors, but the series never received a complete, region-free DVD/Blu-Ray release with English subtitles for Western markets. The few official DVDs that exist are out of print and sell for over $200 per volume on eBay.
Support the franchise by purchasing official merchandise (S.H. Figuarts action figures of Rigrade or the Gransazer robot) from sites like HobbyLink Japan or Mandarake. This shows Toho that there is Western demand, which could eventually lead to an official Blu-Ray release. Gransazer Download