In the US we (everyone I know, anyway) use cold milk for cereal too (I honestly never thought anyone did differently), and our Grape-nuts are also sugar free (I think). I haven't bought them in awhile, I will have to look on the box next time I get them. If they have any sugar, I am sure it's minuscule by comparison to other US cereals.
I think in the UK some people use warm milk on cereal. Mainly they use cold though. I'm now craving Grape-nuts.