As I tell my students often, English is a challenge because we carry complex histories in our spellings. :) But that's the joy of it, as well; every spelling carries a tradition in it, and teaches us something about regional variation. We carry our culture with us, wherever we might roam.
The funny thing with "grey" (as I spell it, as a Canadian) is that, in my mind's eye, it's genuinely a different shade than "gray". Gray feels lighter somehow, while grey invokes something darker, and more brooding.
Does the lightness of your "gray/grey" change with spelling?
@MLClark Never thought about it but maybe gray is for objects and hair and grey is atmosphere?
@MLClark Indeed. It's a mutt, really have to do a cheek swab to know what's going on.
https://www.merriam-webster.com/grammar/gray-vs-grey-usage-difference