In Fivetran's Documentation, it is advised to disable webhook settings. However, it is not possible to disable webhooks for Sendgrid.
The instructions are to disable the webhook if it is already set up. Sendgrid allows only one webhook setup. Setting up webhooks with Fivetran requires you to disable any webhook that already exists. Fivetran takes care of creating a new webhook. That way all new events will be sent to Fivetran's endpoint and stored in the s3 bucket.