Why is Greenland dark grey? Greenlanders are Danish citizens and get (optionally) a variant of the Danish passport with the same privileges and restrictions.
The creators of the site just don't seem to take overseas territories into account, except for the US ones. French Guiana or Réunion are grey as well for example while Hawaii and Alaska light up at the same time of the rest of the US.
That appears to be right. At a minimum a neutral color should be applied if the rank has not been assessed.