EEG measures neuron aggregations -- not specific activity.
The brain was still doing shit, but it wasn't anything the terminals placed on her head could pick up.
The memory of the sounds themselves could possibly have been made without being analyzed by your grandmother's consciousness. Then when she came back, she recalled the sounds.
Same way she'd be able to recall the wonderful music. Shit happened, just not in typical aggregated form: which means the inducted voltage wasn't enough for the electrodes on her head to detect.