I did face the same problem, but i had a different solution.
Turned out that the storage account firewall was blocking the EventGrid. My fix was to Allow trusted Microsoft services to access this resource at the networking in the storage account.
I got the option, if i temporarily enabled the public network access, and selected the Enabled from selected networks option.

Than i could select the Exception: "Allow trusted microsoft services to access this resource".

After setting the option, you can select disable public network access again. The option remains in the resource metadata, as it can now be found in the JSON view of the storage account.

After that i could create Events Grid Topic Subscription via Azure Data factory