The way we designed this feature and as we also validated it with a number of users is that the N/A status is a status of the STEPS and not of the RUN or Test.
To make it simple, N/A means that PractiTest will disregard the Step, and it will be as if the step was to be deleted for the purpose of calculating the status of the run. Based on this principle and in order to be consistent with the logic of runs in PractiTest. If all your steps are N/A then this would be the equivalent as having a test with no steps, and in this case the status of such as test is No Run - this is the reason it shows in Grey, as this is the color for Not Run Test Instances - it cannot be blue as there is no N/A status for the Run.
The idea behind this feature is that if a step should not be run, it can be set to N/A, but if a complete test is not to be run, and you don't want it appearing as Not Run, then you can simply remove it from the Test Set - after all you are choosing not to run and not to count it.