Gray was for a long time default. PPG and Axalta now suggest a shade of gray to be used with basecoat/midcoat color. PPG calls it the A-Chromatic tint and states which shade of gray from G1-G6 to use.
Sikkens uses colored primers for the same reason, they call it Colorbuild and it's used with both their premium(Sikkens) and standard(Lesonal) lines. I painted my old car at the local community college back in 2007, I used Lesonal base and clear. The mixing system recommended a black primer-sealer for better coverage and so I used that.