One potential pitfall is keeping your blocked-email list synced between ESPs. You definitely don't want to repeatedly send to an address that has bounced or reported your email as spam, as that's a good way to get yourself into an ISP's spam filter for all its recipients.
When using multiple ESPs, the best approach is maintaining and enforcing your own block list. But if you're relying on your ESPs' own block list functionality to prevent additional sends to invalid/complaining addresses, you'll either need to sync their block lists, or somehow partition things so that the same recipient email always goes through the same ESP.
Nearly all transactional ESPs offer webhook notifications on bounces and complaints, but not all have an API where you can add an email to their internal block list.
If this had been a simple mistake, fine (all ESPs have occasional issues), but to my knowledge SendGrid has never acknowledged this as an operational error. In fact, at the time SendGrid representatives repeatedly insisted the change was made intentionally for its (paying) customers' benefit.
(That said, SendGrid had some really nice tracking and segmentation dashboards, which I do miss at my new ESP.)