E-mails getting sent with unexpected sender- Mass Contact or Sendgrid fault?

They give a reason why they might, but it doesn’t say they do: https://sendgrid.com/blog/dont-send-email-from-domains-you-dont-control/

There is the https://mc.sendgrid.com/senders option which seems like it might enforce who the actual sender is?

Or it might be a Mass contact bug.