From Don’t Send Email From Domains You Don’t Control, by SendGrid Team, dated January 3, 2017
If you’re sending from gmail.com, outlook.com, or some other third party domain that neither you nor the customer on whose behalf you’d like to send control, I have bad news. You’re going to have to find a new way. Starting very soon, those messages are never ...
The issue is that gmail is linking the two messages in a conversation.
To only delete one of the messages you will have to:
Select the conversation
Open the message you want to delete.
Click the three vertical dots on the right hand side of the message.
Select "delete this message".
You will then see a popup at the bottom of the screen telling you the ...