Because you're essentially doing the same thing as you did in your previous post. You're rendering the control to the output stream and expecting it to behave as an ASP.NET rendered control.

You want a single Add button next to your Grid, so you should create a web user control. I assume you know what that is. Place your GridCustomControl (without the Add button) on a web user control page, and under it, an Add button. You can then handle the Add button's click event in the web user control.