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So I may be over-thinking this or overlooking something in the codex, but is there any significance to the red color of some Grey Knight guns? Some are black and some have the red casing, and I was just curious whether or not there was a fluff reason for this.

I think its just a throw back to the earlier editions where all marines were painted as bright as possible.

The bolters all had red casings and the tips of all flame weapons were yellow (and noise marines wore leopard print and were hair metal rock gods).

I don't think there is a specific reasoning behind it, if you like the splash of red that the casing brings use it if not black casings are the usual way to go.

Red makes things go faster and explode better

The Inquisition really digs red. I think that's probably all there is to it.