Untick that. It won’t solve this problem, but prevent it from happening again. 
To solve it, you’ll need to make a choice: Do you want to remove the Gravatar-provided avatars for this user only or for everyone? (Doing it for everyone is arguable more correct, but might surprise users.)
If you want to fix it for this user only, disable sso overrides avatar for a second, clear his avatar and re-enable sso overrides avatar to prevent further changes (which should only be made in your CMS). Then, tell your user that this image was pulled from Gravatar so he isn’t spooked 
If you want to fix it for everyone, this should probably be done through the Rails console.