I guess I just assumed the extension was installed too, and communicating with the desktop app. But now I see the post doesn't mention the extension. If it was triggered even without the presence of the extension then that's quite strange, and even more suspicious - is that gif triggering a call to a localhost endpoint? Is the grammarly desktop app interacting with browser elements without using the extension? (IIRC the grammarly app uses some accessibility privileges to inject into textareas across all apps)
Grammarly is honestly insane, I can't believe corporations allow it to run on employee machines.