Grandma jealousy

Oh dear! If your GD in any way noticed this she will probably be feeling guilty through no fault of her own. She’s only 3 and just wouldn’t have that degree of awareness. When my 3 year old GD is with her cousins at a family gathering I usually get “Go way Gran, I’m playing with M & I”. I just laugh. The other GP’s and ourselves get on just fine. It’s simply not worth making an issue of it or you will make trouble for yourself
down the line.

The next time this happens just ignore the situation, rise above it and don't let it bother you.
By leaving the party you are only punishing yourself, stay and enjoy the company of others.
Young children can be so fickle and it doesn't mean that she loves you any the less.
If the child was older you might justify asking her why she's like that towards you but she's three years old.