toDataURL
produces a data-uri not a file name so extensions doesn't apply in this case.
A data-uri is simply a text encoded version of the binary content which some browsers can read as a file - a data-stream if you will. As data streams doesn't have any filename you can't attach one.
You can work around this by setting an anchor tag like this:
<a id="imageLink" href="data-uri-here" download="myFilename.png">
Click to download
</a>
In JavaScript you can set these attributes dynamic:
imageLink.href = grid.toDataURL();
imageLink.download = 'myOtherFilename.png';