Rambling about Fairies - Manga Chapter 89
I find it rather fitting that Gray, the one who Ur spent ages trying to get to open his heart to, is the one to fervently pester Erza over and over until she opens her heart to them. Sure, that wasn’t Gray’s intention at the start, but here’s where it changed. After he saw her tears.
Similarly to the ‘frozen in place’ metaphor that Lyon and Gray had, Gray understood the ‘armor over her heart’ situation that Erza had, probably better than anyone else in the guild at the time.
I’d say that Gray’s efforts to bond with Erza is his own way of living on, respecting the progress that Ur made on him.