Well, functionally, the tongue has way more fluid control than a finger, so something that can sporadically move around and even harden to poke places, like the clit, actually works a bit better than a finger. But that isn't even the reason, really. She merely thinks, "I licked you, lick me too."
They never told Grave that he couldn't manage to do it. The direction of "No" was that they don't want him to do it. "Hyde isn't allowed to walk around anymore" means she's on their official house arrest instead of link denial.