The White Sox never signed Kimbrel. They acquired him for Nick Madrigal and he only played for us for 2 months appearing in 24 games for the South Siders.
Dunn might be the closest to a top free agent that the Sox have signed, but he was nowhere near the same quality player as Tori Hunter, Manny Machado, or Bryce Harper. I can think of a lot of free agents over the years who were bigger difference makers than Adam Dunn.
I wouldn't exactly call Grandal a marquee free agent. Maybe in White Sox World, a 4-year/$73M contract to a 31-year old catcher is considered an exorbitant, franchise centerpiece contract since he was the team's biggest contract ever at the time. Everyone else except the A's have handed out contracts over $100M. It was a good signing at the time, but I wouldn't exactly consider Grandal a franchise player.
Robertson - again in White Sox World, that's a monster contract - $46M. A very good relief pitcher and great acquistion, yes. But a one-time all-star. For teams who are actually serious about winning signing someone like Robertson would just be one important piece to the puzzle. But for us, he's the one of the few shining examples of how Uncle Jerry really does spend on free agents.