When I owned my Carbon Grey mk6 Golf I put a set of anthracite VW Rotary alloys on it and IMO the colour of the wheels went well with the Carbon Grey paintwork.
I personally don’t like black wheels and I dislike diamond cut wheels for their fragility when subjected to the winter weather, but wheel colour (and a car’s paint colour) choice is a very personal thing. If we all liked the same colours, life would be boring

.
Edit; just found a picture so you can see what the grey on grey combination looks like;