SG is incompetent with regards to email delivery. This should not come as a surprise to anyone that uses their service.
It took a month for them to confirm what we told them: users will still receive previously-queued emails even after they unsubscribe (!!!), meaning it's no surprise that they will flag future messages they receive as spam. A month or so later, SG acknowledged the bug but stated they had no intention of fixing that behavior at this time!
Their _core_ selling point is email delivery with low rejection and you don't need to build it yourself. They totally failed there as users are rightly marking their messages as spam _and_ we are therefore required to write, run, and maintain our own mail queuing service to check outgoing emails against _their own unsubscribe list_ before forwarding the email to SG to deliver for us. At this point, we use them only for the metrics, which is just not worth supporting such a sleazy operation.