The American squad secured its first points since Germany as Kevin Magnussen crossed the line in eighth place, before being demoted down a spot due to a time penalty.
Grosjean, who qualified inside the top ten, was eliminated from the race on the opening lap after coming together with Daniel Ricciardo and Antonio Giovinazzi.
"Not much to say, the footage is pretty clear," Grosjean said. "We've been working very hard all weekend and for once we had a competitive car. We were going to go for points today and we got ruined at Turn 4. So a really disappointing afternoon."
When asked if he thinks the crash was a racing incident, Grosjean said: "Now I don't know, but let me digest it and then I'll see."
Haas has struggled for much of the season with its car over race pace, with Grosjean admitting that the team's race pace in Sochi was a surprise.
However, a tough end of the season has been predicted by the Frenchman, who will stay at Haas for another year in 2020.
"I'm afraid not," he said when asked if Haas can repeat its Russia pace going forward. "Here, we were competitive from the beginning of the weekend, it came as a bit of a surprise. Maybe Japan could be good, but we're expecting a tough end to the season.
"Recent form has shown it's more of a one-off. That's why it's even more hard to digest, because you're like 'Ok, this is the race that we can do it'. We had a huge amount of pressure in qualifying because you know it's you're only chance to get to Q3.
"You work hard and then you get taken out at Turn 4, it's very hard."