There is nothing to suggest Jeremy was especially close to MS.
He was in boarding school during his childhood, before spending 14 months abroad. Upon his return he left WHF before reluctantly returning. So doubt that he saw much of MS.
Jeremy had a very poor relationship with his family. Decades later he has made press statements trying to deny this, but has never mentioned his grandmother. It is doubtful he had a poor or good relationship with MS, he simply did not see her enough to have any sort of relationship.
Anyway, the main point is there is no reason why MS would give Jeremy a large slice of her will & bypass other, closer relatives.