Not specifically armor-related, but I have for nearly six decades regularly sprayed even bright white over grey primers without any problem whatsoever. I have done the same with the full variety of German Panzer colors, again with no difficulties. As long as the paint itself covers -- which it should, unless it's thinned to a wash -- the primer color rarely has any effect.
The only time I stick to white primers are when spraying translucent colors like yellow or red...just to save an extra step of applying a white undercoat.
BTW, the advantage of grey as a primer color is that flaws show up easily with that color (also silver, which is in the same visual range). With white, those flaws are going to be much harder to spot.
For armor, it might be useful to match the original manufacturer's primer color, if it aids under your chipping/weathering technique (something like the 'hairspray' technique, for instance). Otherwise it shouldn't matter a jot, IMHO.
Just my ...albeit with a lot of experience behind it.
Cheers