Why are most cockpits gray?
Basically, neutral mid-toned greys or tans are considered to be the best color to use, because they aren't any other color:


The base color shouldn't be confused for anything in an instrument display. This precludes using red, yellow, green, bright blues or brown, but also black and white as black is used to represent empty space in instrument displays while white is commonly text and also used for other display elements.
The color shouldn't cause glare. Too light a hue will increase sunlight scattering in the cockpit, reducing pilot visibility in high-sunlight situations.
The color shouldn't be too dark, as in those same situations a dark color will absorb the sunlight and become hot, increasing ambient temperature of the flight deck, requiring additional cooling system capacity for both pilots and instruments (many civvie aircraft have black instrument panels, but other elements of the design typically prevent the panel catching too much sunlight).
The color has to be relatively easy to find or make, allowing touch-ups. Brighter colors are harder to match exactly; neutral tones blend easier and aren't as distracting even if they are slightly mismatched. This is mainly a military concern, where crew chiefs do what they can with what's on hand; commercial airliners will have hundreds of gallons of their livery colors and other standard touch-ups including cockpit-approved colors available at maintenance hubs.
Western thought says the color should be visually uninteresting in order to provide the minimum distraction to the pilot from more important colors in the cockpit. This is where Western and Russian thought primarily differs; Russian designers favored a "mood color" over being completely nondescript, while Western designers favor the background color "disappearing" even if the net effect is depressing to a pilot sitting in it for several hours a day.


To be fair, Western cockpits are not always grey or tan, but really there are only a couple more common options. European Mirage, Rafale and Gripen fighters are commonly seen with a sky-ish blue interior, providing some of that mood color benefit while remaining nondescript. Aircraft cockpits in WWII, on all sides, were painted in whatever the crew chief had available, which usually amounted to land-based planes getting the same olive drab that coated every piece of metal the Army owned, while naval variants got one of the various blue-grays used on the ship itself.