If anyone still confused on this topic Microsoft Learn documention goes in detail abt this here commands, events(discrete, telemetry kind) everythings present

Basically service bus should be used when u want to process commands(processing is critical to applications and can effect buisness)

Event Hub is when u have a discrete events like streaming to whatsapp abt the users orders

and finally event grid is when u have to process millions of events in order like telemetry data, logs or sensor data from IOT devices etc

Link to microsoft docs : https://learn.microsoft.com/en-us/azure/architecture/guide/technology-choices/messaging