When we say a set has a property in the sense that it's members obeys that then every subset of it also has it. For example, CFLs are acceptable by PDA. But when we say a property in terms of a set (not elements) like CFLs are closed under union, it may or may not be followed by its subsets. (DCFLs are not closed under union).
Now for the given question the argument given for S-grammar is not a valid proof. It is a CFG but that does not make its ambiguity problem undecidable. We have to explicitly prove this case for S-grammar or show that it is always unambiguous. The place to start the proof would be the properties of S-grammar.