L.A.
First of all, does your son have any anxiety problems?
Is he a special needs child?
What does he have to say about it?
What is he exactly crying about?
That you all leave?
That it is grandmother watching them? Do they have a poor relationship?
Or that he wants to go out to eat too
Can he deal with this during the day, but he is upset because it is night time.?
Would he do better at grandmothers house and then you all leave?
Are there any other times he is in the care of any one else? How does he act with them?
I would just ask him what the heck is going on with him..
9 years old is old enough to be able to handle this especially with a beloved grandmother.