I have not yet seen this demo, but running through nades is fairly common in this game.
First of all, its by individual ball, so one of the balls actually has to hit you, and when going at high speeds, the chances of a paint ball hitting you are decreased. I see people, and myself, going through nades at full speed all the time. I will re-post when I see the demo.
-Cusoman
Edit: Watched it, looks normal. Actually looks like it exploded way in front of him. I have seen far worse