It’s too easy to confuse the General pane in System Preferences, in macOS Mojave 10.14.3. When you do, it’ll end up not knowing the difference between grey and other colours.
To see this yourself, open the General pane, and select a non-grey Accent colour there. Then click on the grey accent, then a non-grey colour, and so on, alternating colour with grey. You’ll notice that quite quickly the Accent colour selected and that shown in use in the pane get out of sync. You might have the grey accent selected, but in the General pane its accents are actually blue, although the Finder is now actually running in grey. Here’s an example where the Accent colour is actually yellow, but accents in the General pane are still grey.
To recover normal function, select a second non-grey Accent colour, rather than grey, which should then be shown correctly.
Although this is cosmetic, it is another example of sloppy, unchecked code which has clearly never been tested for bugs, from an Apple which once used to care so much about getting design detail right, and probably won’t bother fixing this either.
Thanks to Ryan for pointing this out.