I think you've partially hit the nail on the head there. Inquisitors need to be quite open minded and free thinking for their job. They need to be able to think like a heretic would to a certain degree, to be able to manipulate and toy around with people, assets, agents etc. Grey Knights are highly, highly specialised, you don't get much more specialised than them really. But as a result they fit a very particular niche and can't be utilised for much else, they aren't going to investigate things or develop agents and assets.
They are going to be called in to righteously kick the shit out of deamons and heretics before fucking off back to Titan for tea and crumpets, leaving the chaos gods thinking "I fucking hate those guys"