You can send emails from the CRM using your own domain rather than email@example.com if you'd prefer.
Step 1: Register the Domain
A user with CRM Admin rights will first need to register the domain you'd like to use via this link.
Step 2: Update SPF Record
The domain's SPF record will also need updating to include the below. You'll most likely need to contact your domain provider to get this added.
For example, if the existing record is
v=spf1 a:smtp.myispname.net -all, then you'll need to adjust it to this:
v=spf1 a:smtp.myispname.net include:sendgrid.net -all
Going forward, all emails sent by the user will be from their own email domain!