ANSWER: By default, the SendGrid API will send email messages as HTML if they are already HTML. If they are plain text, but the SendGrid plugin is set to send using HTML then it must be converted to HTML:
To avoid dealing with conversion issues, sending as HTML is usually much easier. So using your contact form plugin just be sure that emails are being sent as HTML. This is an option on most popular forms plugin such as Contact Form 7. Simply check the box on the form editor that says “send as HTML” or likewise.