Hmmm - interesting! I'll have to consdier grey again, esp as I noted an RS5 today had a grey mirror that matched the headlining... so not so weird as I thought
All W202 models had black RVMs, regardless of trim specification and colour but W208 and W210 had different colours, presumably to match the dome-light plastics etc. My car has a black interior so obviously black is the only option but if you have grey or beige etc then another colour would probably look fine.
If you get bored of the colour there is always vinyl dye...