Most Manufacturers, Leviton included, sell the switches with white and almond covers. Then if you want one of the other colors that they manufacture, you have to buy a separate “color change” kit. And you just swap that cover for the one that came with the switch.
Leviton has announced that there will be a gray color change kit for the new zwave plus switch, but I don’t think it’s on the market yet. There’s a placeholder for it at Amazon:
Note that the older color change kit, which is VPKit, is available in gray, but it won’t fit the new switches because they have a different form factor.
GE/Jasco makes black switch covers for their switches, but not gray.
Cooper has a " silver granite" in their Aspire zwave line which I really like, but it’s a little shinier than the standard gray that Leviton uses. Cooper does sell each color as its own switch rather than having the changeable covers.
I would get in touch with Leviton support and ask them when their gray color change kit is going to be available. Here’s the product page for that: