[@Prince of Seraphs]

You say it's more logical for him to run off something that we don't even know exists yet. Sure robots could be powered by electricity or dust or whatever, but again Gren isn't a robot. Over time most of his entire body has been destroyed and replace by technology. He's not like Mercury where he's only lost limps, but just about everything about Gren now is Synthetic. The only thing that makes him different from Penny was that he was once a faunas before, and not simply made a machine from the get go. And as I said before, what Gren runs off of not only has to be clean, but can run indefinitely. Batteries need to be charged and gas tanks need to be refueled, but if Gren runs off an powersource fueled by his Aura, then all he needs to worry about is not getting himself killed, as oppose to running out of juice during an operation. At least with Atlus's robots they aren't on constant patrol; they likely have a place to report back to or a factory where they could refuel or repair. Gren was made for longevity, being durable enough to take damage and being able to last long campaigns without proper maintenance. I.e. being tough. 

At least with Gren's current equipment, we're using something that has been established in canon, as oppose to suddenly making a new energy source that is suppose to be infeior then what Gren has now, but could still power him forever and meet that demand for power whenever. Not only that but Gren hasn't always been a cyborg for most of his life; this was only a relatively recent development while he was with the White Fang, and he hasn't been converted into a cyborg up until about three years ago. Yes his technology is "older" and "outdated", but not so old or outdated that it's common place. I'm sure whatever Penny was wasn't something that was made within a year. Stuff that she's made up of probably had been researched and studied for longer then Gren has been alive, with only recent developments showing fruits of it's labor. Gren's own model was stolen before that success, since his can be powered by aura (But not make it's own), which is more of an easier energy source for a faction like the White Fang to access then say, dust and robotics.

If we're still going off the idea that Penny is still being "Tested", then that still means that what Gren is using isn't foolproof. There is likely issues and weaknesses he isn't aware of, perhaps along the same lines Penny has, if we know more about what it's capable of. Not to mention that this technology is what's keeping him alive, and shutting it off is essentially cutting off his life support. That's why an EMP doesn't kill him instantly, and dust fueled is too risky since that will run out, not to mention is extremely volatile. And as I mentioned before, even if those are suppose to be clean energy, they aren't a renewable or easily accessed as simply running off his Aura.

And of course, this is all because we have to nix a core rule of RWBY itself, which is rule of cool. I just wanted to make a robot juggernaught. Now we have to toss in logic and staunch creativity in a world where monsters feed off emotions and people blatant subvert scientific laws anyways. To put it plainly, this just isn't fun anymore.