I believe that his correct display name should be "Roger de Grey, 1st Baron Grey de Ruthyn". This comports with the Peerage's entry ( http://thepeerage.com/p4051.htm#i40502 ), with Burke's Peerage and Baronetage, and with the correct use of specific ranks of nobility, rather than the ambiguous "Lord".
If you want you can report the mistake to the content creator of the Peerage.com : darryl@thepeerage.com