I can only conjecture...
Maybe the heat of firing discolored the gun's slide.
Maybe the oil you applied to it "sunk in" and discolored the gun's slide. (You did clean and oil it, didn't you?)
Maybe the "black nitron" isn't really black, and looks gray under certain lighting conditions.
Maybe since the slide is made of a different material from that of the frame, it absorbs oil or dirt differently, or refracts light differently.

A possible solution might be to paint both frame and slide with a bake-on finish in true black. You can do this yourself.
Investigate DuraCoat. Click on: http://www.lauerweaponry.com/