We are grey goo version 0.0.1!!! That is, life on Earth. Life has already become a solar powered self replicator that caused a global catastrophe, burying the whole Earth in a toxic gas.
I always get angry about the conservative idea that "It's hubris to think humanity is so powerful that we could possibly change the whole environment!" (occasionally sprinkled with "only god is that powerful")
Guess what? Such simple creatures as an early bacteria did it even harder over 2 billion years ago, making the earth nearly inhabitable by anything that came before it.
Eh, this biological grey goo is likely so crappy at surviving that it would get snuffed out or out competed by any random culture from the bottom of your shoe.
I'd be more concerned about viral gain of function research and the weaponization of synthetic biology in general.