Grey left the Faction immediately after they finished speaking. Since it was in two days, and Klaus was in another Region, he had to head over to assist him.
His plan of visiting Kyle had been placed on hold and he would only meet him when he was done with Klaus' issue.
If things go well, Klaus would get a new enemy who would want to kill him, but he will be able to keep the girl he likes. Actually, thinking about Klaus' playboy nature, Grey had to ask him multiple times if he were serious. It would be embarrassing if after doing all this, Klaus and the girl end up separating after some months.
Klaus reassured him that this was the one, he couldn't say no to his friend's plea for help, but he warned him on behalf of the girl, if he breaks up with her, he would beat the crap out of him, and he meant every word.