I can't think of one email I received from sendgrid I would consider legitimate. Anytime I receive an email distributed by sendgrid I have found it actually had no value to me. Sometimes it's from a business I have dealt with but I never wanted or was interested in the content.
Same impression. SendGrid, MailChimp, any of those are just enabling spam at the end of the day.
Do you specifically go out of your way to check who sent every transactional email you receive and take notes on which email sending service your order confirmation was sent by? That would be a very weird thing to do and would be the only way to know that.