This can also be overridden in the MUI Theme as follows:

const theme: ThemeOptions = {
  components: {
    MuiAutocomplete: {
      styleOverrides: {
        groupLabel: ({ theme }) => ({
          fontSize: theme.typography.body1.fontSize,
          color: theme.palette.primary.contrastText,
          backgroundColor: theme.palette.primary.light,
        }),
      }
    }
  }
}

https://mui.com/material-ui/customization/theme-components/
https://mui.com/material-ui/api/autocomplete/#autocomplete-classes-MuiAutocomplete-groupLabel