Over the short term, I’d agree with you–a high Black is a lot more useful than a low Grey. However, in a long campaign things start to shift: the low exponents will rise a lot faster, and with a grey exponent you can afford to take bigger risks (Difficults and Challengings aren’t as likely to fail). Over a longish campaign the exponents will start to even out, but one will be black and the other grey.
That’s true. Check out the tables in the monster burner. If you have a lot of control over the number of dice you roll you can get difficult black shade tests that you’ll succeed without artha about 1/5 of the time. If a similar situation with grey tests you can game your dice and succeed on difficult about 1/2 of the time.
And given the much faster advancement of low-exponent skills, I’d take grey-shade every time in a long campaign, or at least for stats where I expect to be using the skill regularly (Agility for a combat-heavy campaign, Perception for a more scholarly campaign, Will for a social campaign, etc.). For something that will only run half a dozen sessions, I’d go with the high blacks.