I remember the yellowish tone from old conduit installations (1960ies and maybe 70ies). Newer conduit is either light or dark grey, depending on the mechanical rating (light grey means light duty, for use in masonry walls, wood frame walls,..., dark grey means heavy duty for use in cast concrete walls and ceilings). I don't know why, but that yellow flex conduit was really awful to work with because it's really rough inside, so it's almost impossible to pull new wires in an existing conduit.
Exposed gas lines are supposed to be painted a much more intense yellow. Besides, that yellow conduit is thin plastic. A typical gas line is threaded heavy iron pipe, so almost no possibility of mistaking.