People think “gray morality” in fiction is about Both Sides Are Partly Right Actually but so much more often it’s about choices having inescapable negative outcomes that have to be weighed against the benefits, or it’s about having to choose between a series of bad options, or it’s about making hard decisions about what you are willing to sacrifice to achieve the outcome you believe is good.
So often, I seem to see people angry that a story in a video game didn’t present a Good Option with no collateral damage and no negative outcomes whatsoever, and if there are any downsides it’s seen as the writers punishing you for the decision, because they see the primary purpose of stories to be moralizing rather than exploring the complexities of human experience. Or they argue that the collateral damage didn’t really happen, or that the negative outcomes weren’t really that bad actually, and thus miss the point altogether.
And I feel like it’s important to remember that a narrative telling you a decision is difficult is not the same thing as the narrative telling you it is wrong.