As nobody is anwering... although I don't own a PA4X, I'd like to ask whether you've tried to hit the "user" section on the screen and whether the screen still remained gray then. To me it appears normal for the factory style section to be gray when you want to save a style, as I assume you are not supposed to be able to store a style within the factory style, but only within the user section.
So just in case you didn't try it...