The artwork for it can be misleading but the primary color used within the game world is gray. All the male characters wear gray and most of the dungeons have gray walls or floors. I believe this is because it's supposed to be a more dreary setting along with the fact that all the characters are somewhat of gray slates at the beginning meaning that while they aren't completely blank slates they still have room to grow before showing their true colors. It could also reflect that games main theme of nihilism and how to deal with such feeling of hopelessness. Just speculation from me mostly though.
Edit: Just checked something, the female characters all wear gray too.
(edited by Persona)