They've pitched like 20 innings, sinkers aren't conducive to strikeouts in today's game, and neither has good enough command of their primary pitch to get by on velocity and movement alone. Graterol will likely develop the strikeout ability, in the minors it's probably a lot easier to get strikeouts with a 100 mph sinker than in the majors. Treinen might regress to career averages but he's not the same reliever he was two years ago, the lower strikeouts are probably a counter to the reduced walk rate.
Dustin May also rarely strikes guys out. I don't think it's necessarily a coaching issue, it's what the player's stuff is about.