i fear that the problem comes from the fact that you're using CMYK colors for a printer that is expecting RGB ones.
at some time, your CMYK gray gets converted to RGB and then, in the printer itself, back to CMYK.
(most if not all drivers for consumer printers expect RGB)
if you want a correct output, you have to use the color profile specific to your printer, otherwise you have not control on what gets printed.
still, it's a bit strange that you get a blueish gray... i would have expected some sort of brown...
but you might also have a defect (low level?) toner and the color output or your printer is not reliable.
(in my experience many consumer printers have color faults... mostly towards red or yellow...)
all in all: you should probably define your color as an RGB gray and use the correct profile for converting it, when you send it to a professional print shop that will be expecting CMYK.
good luck!
a.l.e