A gray man is the most undetectable, inconspicuous, and ordinary-looking individual in any setting. He/she blends into the environment and has mastered the art of hiding in plain sight. Gray people appear to be part of the backdrop in any setting and will not be picked out unless you're specifically looking for them.
9 out of 10 times when SHTF, you're not "acting" vulnerable; you are vulnerable. When you're exposed like that, what you need is a shield. Ever heard of the concept of a human shield? Becoming a gray man allows you to use the cover of the herd of people around you to escape life-threatening situations without being noticed.