It does seem like a lot of apps continue to function on GrapheneOS after the "Play Integrity" check fails (or at least after Graphene notifies the user that the Play Integrity API has been called). I suspect either:

A) These apps have implemented only the check so far, and will eventually refuse to run or limit functionality at some point in the future.

B) These apps have noted the failure and certain functionality, especially communicating with servers to load "protected" content, will fail even if the app otherwise continues to run.