smtp.sendgrid.net has no CNAME records.
Question and response
Question
dig smtp.sendgrid.net. NS
Answer
The response has no answer records.
Authority
sendgrid.net. 165 SOA ns10.dnsmadeeasy.com. dns.dnsmadeeasy.com. 2011294167 14400 600 1728000 180
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0