USB debugging option greyed out in Samsung Galaxy J5 runing Android 5.1.1
OK, here is I got the solution! there wasn't any bug or error in Android. It is because I have installed Samsung My Knox in my phone. Knox give an extra protection to device and also for some security reasons, Knox disabled USB debugging. 

according to Samsung My Knox :


  If you are using My KNOX, you cannot enable USB debugging mode while the container is installed.


I have uninstalled Knox and now  USB debugging is working properly!

There is another application named Samsung Knox Express which give you option for enabling USB debugging, but only System Administrator can install this application.