Looking super-tacticool can get one all sorts of attention. Here are a few real-life anecdotes.

In gaming there is the concept of "Geek the mage first". This basically means focus fire to take out the most powerful-looking opponent first. In my mind "grey man" means "don't look like the mage".

1. Extra TSA scrutiny in US airports
2. Extra police scrutiny in non-US countries
3. Extra attention from thieves

Maxpedition and other manufactures have picked up on this and are creating "practical tactical" lines - many of which are actually grey.

https://www.maxpedition.com/collections/entity-series