I believe the "grey man" is a Hollywood trope. In Men in Black, agents wore black suits, black ties and white shirts and drove black cars (unless they drive upside down) to "blend in." We see this in The Matrix. People wore black and white to "blend in."

Jeanette Isabelle
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I'm not sure whose twisted idea it was to put hundreds of adolescents in underfunded schools run by people whose dreams were crushed years ago, but I admire the sadism. -- Wednesday Adams, Wednesday