smtp.sendgrid.net has no MX records.
Question and response
Question
dig smtp.sendgrid.net. MX
Answer
The response has no answer records.
Authority
sendgrid.net. 180 SOA ns10.dnsmadeeasy.com. dns.dnsmadeeasy.com. 2011294180 14400 600 1728000 180
Additional
. 0 OPT ; payload 1280, xrcode 0, version 0, flags 0