It is hard enough to raise our kids how we want in the big wide world, but when you can't even get your own family on board in your own house, argh!
One soda is harmless, one late night is harmless, i get that, but the symbolic messages of each of these "indulgences" are not just one time. They are your family, in fact, your parents and the message they are giving, or one of many they may be giving, is that your values don't matter or are wrong. So, yes, I"d be bothered by this.
It may, as KM said, be a losing battle. But, could you and dh sit down with them, out of the fray of daily chaos, and really talk it through with them? Why you care about these things, why it is so important to you that your boys see you as a united family in love and values and how that includes them, how your boys will love them even without those treats (and maybe come up with some special indulgences that can be just grandma and grandpa's), etc. Ie, not just shouting a house rule as they scurry out the door but a real talk with all the reasoning and symbolism and love behind it?
And then, if it still doesn't work after a few reminders, let go of it and shift, instead, to how you talk to your boys about the differences/indulgences, why they are there and how you make sense of them and deal with them.
ARGH!! Good luck!
me:smc (single mom by choice)
Dd: Conceived when I was 42 after 2 years ttc. Conceived on 6th IVF cycle after 2 bfn's and 3 m/cs.