What is morally grey about Kirei exactly?
Maybe Morally grey isn't quite right for Kirei since it implies that he's arguably doing something bad for a good cause, so I guess it depends how you view it.
Kirei doesn't know initially what it is that he wants to accomplish, he has mostly just devoted his life to servitude of the church, not really given a second thought about his own wishes.
I just interpret him as someone who never really had any pleasure in life, he's just been doing what has been expected of him and nothing more. And I think at some point you become more and more twisted. Gilgamesh is ultimately the one who pushes him to pursue his twisted fantasies to tap into that forbidden pleasure.
Kiritsugu and Kirei are like the opposites of each other, and arguably while Kiritsugu is considered an enemy of the mages you could say Kirei is justified in targetting him and also the other masters in the war.
idk, can't really put my thoughts into words