Don't think so. Doesn't seem like SG would be in business very long if that was the case.
We use sendgrid in production. Once in 2 years, we got the report that our shared IP had spam come from it, but was handled automatically by SendGrid once reported.
I've found this isn't an issue if you pay for a dedicated IP.
Some filters I've seen are regex-matching the Sendgrid paths used for their link-tracking feature.
We have four dedicated IPs with them and have found there are a variety of providers (such as Comcast and, oddly, a lot of French ISPs) who use systems (such as Mimecast or Symantec) which basically mark down the entirety of Sendgrid's IP address space. So we now have Postmark as a "fall back" for failed deliveries which is working quite well.
Yeah, there's been a lot of talk about mail admins simply dropping all packets from Sendgrid's range. At least one of my customers assign a higher spam score to mails simply because they're from Sendgrid.