Thank you both for your replies.
The Elf Imperishable: The optimist in me sees it as proof that orcs have their own will and desires... which has serious implications in terms of whether they are ultimately Eru's, rather than Melkor's, child in the end. A nice subtle showing of how even the things Melkor creates glorifies Eru's plan in the long term.
That is why I like the few orcs we do get to know, even if they're just tidbits. I believe Grishnakh, Gorbag, Shagrat are examples to exactly what you say here.

And I'm becoming more interested in Grishnakh, because he comes off as exceptionally intelligent for an orc. I also think, though, it's important to remember a lot of this is still conjecture, and sometimes that can lead to misinterpreting differences. It seems like Grishnakh knows more about the Ring and Sauron's plans, than say Gorbag and Shagrat, and thus he probably does...but how? Is it because he's a high ranking orc, privy to more of the "classified" information? In calling Saruman a "dirty" and "treacherous" wizard, Grishnakh also refers to himself as the "trusted messenger" to Lugburz. Mordor seems secretive that Sauron keeps information close to the vest, but maybe all of his orcs knowing he's searching for his Ring that would help win the War, was fairly common knowledge? Or Grishnakh sounds like he knows more than them, because he's simply more intelligent, like Sam being more aware of elves than Ted Sandyman. To
@Silky Gooseness's point about orcs having their own ambitions and desires, especially one as intelligent as Grishnakh. Reading the relevant parts in
The Uruk-hai again, it's clear he knows a lot, and Ugluk's warning comes true.
This is what we know for certain.
-Ugluk says his orders are to take the prisoners to Isengard.
-Grishnakh says his orders are to take them to Lugburz. He also refers to himself as Lugburz's "trusted messenger" and says that Saruman was a "dirty, treacherous" wizard. Grishnakh tells Ugluk there is a Nazgul waiting on the east bank of the Anduin to take the prisoners to Lugburz for questioning.
-The Isengarders and Grishnakh's orcs have a kerfuffle. It's noted that Grishnakh manages to "slip away." When he slips away, he's going to the east bank to report to the Nazgul, that Saruman's ordered his orcs to take the prisoners to Isengard. This fits in line with Gandalf saying that Sauron will soon find out about Saruman's treachery:
"No tidings of the battle will come to Mordor, thanks to the horsemen of Rohan; but the Dark Lord knows that two hobbits were taken in the Emyn Muil and borne away towards Isengard against the will of his own servants. He now has Isengard to fear as well as Minas Tirith. If Minas Tirith falls, it will go ill with Saruman." (The Two Towers: The White Rider)
-Grishnakh rejoins Ugluk's band after delivering his report to the Nazgul on the east bank. This is me assuming, but seeing as how the events play out in the chapter, Grishnakh was instructed by the Nazgul to rejoin Ugluk, and bring back the hobbits so they can be taken to Lugburz for questioning.
The following is conjecture:
-Grishnakh immediately reacts to Pippin's "gollum" trick. This is what ironically makes Ugluk's statement come true...Grishnakh knows more than what's good for him. He's intelligent.
-He's ambitious. The exchange between him and Ugluk that prompted the idea for this thread:
"Splendid!" laughed Ugluk. "But unless you've got some guts for fighting, you've taken the wrong way. Lugburz was your road. The Whiteskins are coming. What's happened to your precious Nazgul? Has he had another mount shot under him? Now, if you'd brought him along, that might have been useful - if these Nazgul are all they make out."
"Nazgul, Nazgul," said Grishnakh, shivering and licking his lips as if the word had a foul taste that he savored painfully. "You speak of what is deep beyond the reach of your muddy dreams, Ugluk" he said. "Nazgul! Ah! All that they make out! One day you'll wish that you had not said that! Ape!" he snarled fiercely. "You ought to know that they're the apple of the Great Eye. But the winged Nazgul: not yet, not yet. He won't let them show themselves across the Great River yet, not too soon. They're for the War - and other purposes." (The Two Towers: The Uruk-hai)
He says something interesting about the Nazgul, that "they are the apple of the Great Eye." The Nazgul, being Sauron's top and most trusted agents was probably common knowledge among the orcs. But this comment seems to me to reek of envy. "Nazgul," Grishnak his "licking his lips" at the word, "savoring" it. Earlier he refers to himself as a "trusted messenger." It shows he's ambitious, and makes me think he was promised a reward by the Nazgul waiting on the east bank if he brought back the hobbits. It seems likely, to me, the Nazgul would use promises of reward and privileges to, well orcs such as Grishnakh. An orc that has shown to more usefulness and intelligence...the reward of becoming one of Sauron's Nazgul? Some orcs might not think that is a reward, but Grishnakh sounds envious when he speaks of them.
-Was Grishnakh working under the Nazgul that tortured Gollum? His reaction to Pippin's trick suggests he knew about Gollum's capture, but it's hard to tell for sure how common this information was...maybe it wasn't a "classified" secret in Mordor? There's also this to comment to Pippin that makes me think Grishnakh had more information about Gollum than your average orc:
"My dear tender littler fools," hissed Grishnakh, "everything you have, and everything you know, will be got out of you in due time, everything! You'll wish there was more that you could tell to satisfy the Questioner, indeed you will: quite soon. We shan't hurry the enquiry." (ibid)
"the Questioner" sounds more like Grishnakh is referring to one of the Nazgul rather than being a title for Sauron. But that's also speculation.