Do you not take your grey outside in a harness or a carrier?
Birds need their sunlight for vitamin A in order to properly absorb calcium. Greys especially need their calcium.
You should really take him outside in either a carrier or a harness, but never just clipped. Even clipped birds can flutter far away with some spook and some wind, so never risk that. If you go on
http://www.parrotalert.org, there are tons of lost birds that got lost even though they were clipped, because their owners had a false sense of security.
There's no reason not to let him enjoy the outdoors, can you imagine never going outside in your life? Keeping him confined indoors forever is something that I would never consider.
He's not going to fall in love with the wilderness and run away, but enjoy what is offered. Everyone I know takes their birds outside for sunlight. But again, no bird should be outside unless in a carrier or a harness.