Once you see a true blue roan you'll never mistake it for grey. My CW friend had a blue roan appaloosa, my KMH geldings breeders recently finished a blue roan KMH mare, and I saw a beautiful TWH filly blue roan at auction. The grey is so dark that is refracts blue to our eyes.
But, then again, I've seen PLENTY of ads for the magic 16'2hh horse...I mean, pony. =b