Non-character answer: Grey hasn't been in Callous City as much as it would appear (although she does spend a disproportionate amount of time there). For example, she returned to her globe-trotting antics in the few months that passed between chapters two and three, returning to Callous City when she was called in by Regan Oswald.. None of this was mentioned in the actual comic, though.
"I've always been fascinated by failure!" -Charlie Brown
That makes so much more sense!
Edit: It also makes it kind of odd that she finds Zed's accent so funny, seeing as she would most likely hear a lot of odder ones.