Grey is handy to reduce the brightness of either the top of bottom of the scene (almost always the top given the sky is usually the brightest element) so that the overall exposure values fall within the DR of the sensor (you don't end up with a grossly over or underexposed area. The colours act like grey but introduce a colour cast. If it looks like pox you can't fix it in post. You can add colour effects while editing though. The cooour filters had more usefulness in film work, particularly mono.