So checking sendgrids IP Pool against https://www.spamhaus.org/sbl/query/SBL499116 it states that:
The following IP addresses are sending malware forged to be AT&T Voicemail notifications
…
Removal Procedure
To have record SBL499116 (50.31.49.41/32) removed from the SBL, the Abuse/Security representative of sendgrid.com (or the Internet Service Provider responsible for supplying connectivity to 50.31.49.41/32) needs to contact the SBL Team by email (use this link) to explain how the abuse problem has been terminated (we need to know exactly how the issue has been dealt with and that this abuse problem is fully terminated). If the abuse problem that caused this listing has been terminated we will normally remove the listing from the SBL without delay.
It is essential that emails to the SBL Team about this SBL listing include this exact ticket information in the email Subject:
If you are a representative of sendgrid.com, you also need to see: Current Live sendgrid.com SBL Listings
This information is forwarded to sendgrid, but yeah. I guess domain providers wash mail against certain blacklists - which is a good thing, really)