This happens with the warlock axion nades and the firebolt nade where if you die before the nade goes off it just explodes where ever it currently is and does reduced if any damage.
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warlock nades are magic, it makes sense that they disappear. unlike tripmines which are physical nades.
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Vortex, pulse, and solar nades are magic and yet they don't disappear (notice they come from all classes). But warlocks still have the only two nades that do this no/reduced damage thing.
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That's stupid