Why do grapes not pea shrink when placed in strong sugar solution?
Well, without the details of your experiment to cross-check with the sugar and H2O content of your average grape, I'd say the saturated solution probably approximated the natural molarity of sugar in the grape. At least to the point it didn't make any advese effects noticeably on your time scale.

That seems the most apparent solution to me. I suppose it's also possible (though I don't know the mechanics behind it) that hypertonic solution might have acted as a preservative - similar to jam. It's not just water which will attempt to reach an equilibrium, but all compounds that can pass through the membrane - perhaps sucrose/fructose/glucose can do so, maintaining the structural integrity of the grape.

Both are guesses until you reveal more information, though.