Noticed that the USSR Army Sheet has a unique Attribute for their Anti-Tank Grenade Weapon called "Morale".
QUESTION: What is the benefit(s) of this Attribute?
It's a reminder that also for the Anti-tank Grenades you need to check Morale (using the rules you've mentionned) to attack a Vehicle.
QUESTION: Is the Grenade "lost" or just retained for another potential try?
The Grenade is not lost: the failure on the morale check represents the inability of the units to attack in this turn the vehicle, so the grenades are not spent.
QUESTION: Does a USSR unit attacking Armor with a special Anti-Tank Grenade gain any of these benefits?...
A) Add +1 drm for morale Attribute (total of +2 if also a Veteran unit)?
B) Always pass the Anti-Armor Morale Check?
C) Something else?
A Soviet unit with the Heroic Morale will always pass any morale check against a vehicle (standard Grenade or Anti-Tank grenade). In addition of course will remove the Suppressed marker when is activated.