Nobody wants to respond to Azealia Banks, who is known for harassing other artists on social media, especially ones who don't have the foresight to avoid interacting with her. Grimes didn't comment the last name Banks dragged her into a feud related to Elon Musk, and later released a song about "trying to destroy Azealia Banks when she tried to destroy my life".
Why would Grimes go out of her way to defend her ex against rumors about his penis when he just tried to block her from seeing their children? Grimes is not responsible for refuting rumors about Musk and she has every reason to ignore them, even more so when Azealia Banks is involved.