We had a fly group going for about 8 years. Your experience is common with greys.
They tend to fly up and just hang out. I think they enjoy just sitting up high. To them, it isn't stressful - it's natural.
Congratulations because you have come a long, long way with your Grey. I would keep working on recalls and flight training and just be careful. Even Kiri, who is an incredibly well socialized grey, flew up into the rafters of our fly building when I took her three or four times and just wouldn't come down. Of course, we were in a big building so I didn't lose her but high up, I was not getting any recall.
Here's a website of a friend of mine who freeflies her greys. I don't do it. I don't think I can do it because it takes starting with a young bird and it takes a lot of discipline ... and even after that, there is a lot of risk. I know a lot of free flighted birds that led to untimely deaths due to all kinds of things, even getting hit by cars...but I did see Raz freefly Carly on the beach in San Diego years ago and it was incredible.
http://likambo.com/