Warning e-mails about possible phishing

Hi,

Since a while we use Sendgrid for a client of ours. It works very good. Unfortunately, we now get a warning in the mail messages.

The message (translated from Dutch):

Be careful with this email.
This email claims to be from skystep.nl, but replies are sent to an e-mail address in a different domain. Do not reply to this email unless you can reach the sender in another way to check whether this email address is legitimate.
And then a button: Report as phishing.

Is there a way to prevent this?

Thanks in advance.

Kind regards,
Ilse

The page I need help with: [log in to see the link]