I think we're still in the stage where we would have been surprised if we had detected them. LIGO doesn't have the sensitivity to see most of the conventional gravitational wave sources, and those that it can see require a great deal of luck.
Our understanding of short GRBs is extremely crude and any failure to detect such a signal would almost certainly be due to a failure in those models, not in our theory of gravity. Given the high-quality data that came from PSR 1913+16, the only way you'll see astronomers/physicists seriously questioning the existence of gravitational waves is if we point our detectors at a source that we know
is above our threshold of sensitivity and get no detection.
The only observations that tell us anything about gravitational waves have come out in favor of them. None of the direct detection experiments have been able to address GR, they've only been able to put limits on the frequency of certain astrophysical events.