I don't think that's really the fallacy of grey, if I have to map it to a piece of LessWrong-speak, I'd call it privileging the hypothesis; it's not saying you can't be sure of anything, if you're a good Bayesian it's not really telling you anything new there, it's just bringing one particular super-implausible hypothesis to your attention so it occupies much more of your mind than it has any right to.