Probably for PR. Grey being around the all woman team either makes them concerned because it's Grey (the scary looking guy who wouldn't hesitate to chop off an orc's dangly bits to sell as exotic potion making material), or because it puts off potential clients who are looking for only women for whatever reason. As far as things look from the 14 completed chapters thus far, they never seem to have once had a conflict of interest as far as business was concerned.