If a drill contains both white and grey skills, then grey skills will be penalize, and white skills will get a bonus. Quality gain stays the same, but you actually need less training sessions to train only white skills from this drill.
For example, Video Analysis for DMC contains only white skills and it will give him 0.33 XP (for the drill level 1) to each of those skills: Positioning, Bravery, Creativity. For DC though Creativity is not a key skill, and his XP distribution will be different: 0.25 XP to Creativity because it's grey and got penalized, but 0.38 XP to both Positioning and Bravery -- they get bonus XP, so overall quality gain stays the same.
I'm not saying that grey skills should be trained though. Just a curious thing.