@Drew Nelson
Event Grid is not currently supported for SFTP Blob storage accounts. For product feedback and feature requests I will refer you to our feedback forum. This allows the community to add their voice and upvote popular ideas. The forums are monitored and responded to by our product teams.
https://feedback.azure.com/
-------------------------------
Please don’t forget to "Accept the answer" and “up-vote” wherever the information provided helps you, this can be beneficial to other community members.