Perhaps the kindest way to think about David Grindley's misfired revival of ''Pygmalion,'' which opened last night at the American Airlines Theater, is that it was devised to soothe the restless spirit of the ever-contentious Shaw. For there is not a whisper of mutual attraction between this production's Eliza and Henry, played by Claire Danes and Jefferson Mays. As for the prospect of marriage: ''Not bloody likely,'' as Eliza would say. How can you imagine two people sharing a life when they don't even seem to share a stage?