Thought of that too, like he escaped the pillaging of kylo.Considering this is taking place 5 years after Return of the Jedi, there has to be some further explanation as to what happens to him and why he didn't show up in the new trilogy. Very possible that he is killed by Kylo, as thavoice said. He was also still a baby/toddler and portrayed as somewhat stubborn, so maybe Luke doesn't train him in the same way he trains the other students and sends him to live with another Jedi (Ahsoka?) until he was truly ready for training. Seems as if anything other than him being killed by Kylo would be a bit cheap and convenient, though.
There was a lot of speculation who would show up to save grogu, and most were jedi from the clone series but LS? I guess I had hoped to see him in Mando but didn't nthink it would happen