If the entire world feels morally grey with no discernible good or bad but all self-interested gluttons
I don't think you're getting what "grey" means in this context. Nobody said anything about "no discernible good and bad," much less "self-interested gluttons."
White is pure, stark, unadvlterated white. Black is pure, stark, unadvlterated black. It you take a sea of white and add a single drop of black, you no longer have white - you have grey.
I don't see anyone here asking that everything be in some murky middleground of ethical relativism and nihilism (though granted, there are certainly people, particularly 17 year olds who have just seen Fight Club for the first time, who are entranced by that), but simply that things be something other than pure, stark, unadvlterated white vs. pure, stark, unadvlterated black.
Since that's the reality - since there's arguably nothing in the world that's purely white or purely black - I think that's an entirely reasonable thing to expect in a role-playing game.
That said though, TES games have always had their share of gray - not a very precisely defined gray, granted, but at least something that wasn't stark white or black.