Grey or even black clouds don't scare me...they concern
me, but don't scare me much. But when they are "bruise-coloured" (yellowish, purple or greenish), they usually mean harm.
Here's a few from my home waters and from Southern Ontario.
See how calm the water looks? Heh. That can change in 30 seconds from 10 to 50 knots. You only have time to let off the sheets and lock the companionway and try to clip on. Luckily, it doesn't usually last long.