Would you expect Suzuki to service a Chevy/Geo Metro? They are the same cars built by the same people in the same factory. They are just branded differently depending on the model the company is using. Is a Geo Metro a Grey Market Suzuki Swift made with substandard parts? Both are made for the American Market - as are Skygo, Roketa, TMS, or whatever have you. . .
A Grey Market Lifan would be one made for Britian, India, or Canada, but redirected to the USA.
The Grey Market is sometimes so strange that exporting an item, then re-importing that item to the country of origin is cheaper than just buying goods made for that specific market.
These Lifans are not Grey Market - they are just not marketed through American Lifan's business model - just as a Geo Metro is not a Suzuki Swift even though they are the same car.