Can a gray sky be good? Perhaps your perspective is unique and you have your own answer to this question. It might depend on where you live.
For me, one of the pleasures of living in New Mexico (having moved from the grayer side of Michigan) is the sunny sky about 300 days a year. (In Las Cruses they claim 325 or some such.) When there is a gray sky, it rarely stays more than a few hours. In fact, gray happens so infrequently that one can really like the change, the break from the glare of a bright sunny sky.
Don't get me wrong, I am never hankering for gray but once in a while can be almost pleasurable. On a hot summer day, at 7000 feet, the burn of the sun without protection of a shirt, hat, long pants, and shoes can be devastating to the skin. It is reported that there is about a 25% high rate of death from melanoma in New Mexico than the national average. This is in part due to the amount of sun and the altitude, being closer to the sun.
None of this is a reason not to live here. It is a reason to be responsible when living anywhere and spending a ton of time in the sun.
Nikki, my dear friend with the olive Italian skin, is a sun nut and is accustom to not worrying about being exposed for long periods of time. Even she, when we visited Acoma Pueblo and took the tour in the hot sun, with white wall surrounding us, intensifying the glare, was grateful for my offered shawl to take reduce the intensity.
Once again, everything in moderation. Gray from time to time is fine.