I am using https://github.com/creationix/vimrc/blob/master/vim/colors/grb256.vim Vim theme and the error highlight color from running rubocop linter is horrible.

Is there a configuration setting to prevent linter to highlight errors?
Yes, see :help g:ale_set_highlights. I'll add this to the FAQ. This question has been asked frequently enough.
For those who'll find this issue – you should use :help ale-highlights now.
Most helpful comment
For those who'll find this issue – you should use
:help ale-highlightsnow.