The god, or whatever he is, is SUPREMELY creepy when another character encounters him. (Although this could have been because of the circumstances the other character meets him in.) He's a vaguely human shaped writhing mass of maggots and hate. Grey was completely oblivious to the fact that he's some sort of... thing because he's too scientifically minded. That's why he was so gobsmacked, Grey should have been pissing himself in terror and he was completely nonplussed and even insulted the guy; the guy was openly expecting and encouraging this terror.