As RAW, no, it does not

Being considered a size higher for carrying capacity and push, drag, or lift force is not the same as being a size higher for all purposes, including grappling.

You count as one size larger when determining your carrying capacity and the weight you can push, drag, or lift.

As RAI, maybe

The loop hole is that the PHB has no reference on why and how the grapple-er can move without speed penalty if it is two size higher, and the DMG does not touch the subject. There are two potential scenarios for why a grapple-er one size or lower has it speed reduced, though; the grappled creature have enough leverage to make the movement difficult or that the grapple-er cannot carry comfortable enough the grappled creature as in "difficult terrain", and that the weight of the creature is the deterrent.

In the first case, since Powerful Build does not increase per-se the size, it is safe to assume that it does not help to increase the comfort or reduce the leverage and, such, the speed is halved.

In the second case, where is the weight that maters, things change. Powerful Build improves the carrying, dragging, and lift capacity, therefore the grapple-er creature does not have its speed halved.

Which one it is

The only evidence I found is in favor of is that weight is the reason for the reduction in speed. The first part is in the text of moving a grappled creature (emphasis mine).

When you move, you can drag or carry the grappled creature with you, but your speed is halved, unless the creature is two or more sizes smaller than you.

As far as I can tell, there are no rules on how you drag or, particularly, carry a grappled creature. You can carry over you head a grapple creature as if it were a sack of potatoes. In PHB 176 there is a segment that shows how can you drag, carry and lift something in particular and, as shown, it is a STR and weight contest in which Powerful Build should work as intended.

Push, Drag, or Lift. You can push, drag, or lift a weight in pounds up to twice your carrying capacity (or 30 times your Strength score).

Bottom line

At the end is the DM that has the last word. Talk to your DM and present the evidence. If you are the DM decide what it is best for your campaign. If a particular decision is more powerful that you expected it is in your right to take back the decision.

Ask your DM

Looking through the MM, PHB, DMG, errata, and twitter Q&A, I didn't really find any specific blurbs about this interaction except for the bit in the MM about "Nonhuman Lycanthropes" (p. 206):

The statistics presented in this section assume a base creature of human. However, you can also use the statistics to represent nonhuman lycanthropes, adding verisimilitude by allowing a nonhuman lycanthrope to retain one or more of its humanoid racial traits. For example, an elf werewolf might have the Fey Ancestry trait.

There is precedent for retaining "features granted by your race, class, or other sources" in the Druid's Wild Shape, but even then, it is limited to what the beast form is "physically capable" of doing.

If your DM allows you to retain your Powerful Build in Hybrid and Beast form, you would count as huge for carry capacity and push/lift/drag calculations.