The reason LR suggests a "neutral light grey" is to avoid users choosing an area that is pure white. White balance doesn't work on something that is pure white (100% in all three channels) and works less consistently with high near-white values (e.g. above 92 to 95% in any channel - there is less "play" in colour shifts at those values").
The suggestion from the LR users guide should read "click on an area that you know should be light neutral grey". If it is already truly neutral (equal values in each channel) then the WB tool won't change it.
The idea is by clicking on the value that you know should be neutral, the WB tool simply corrects the whole photograph based on the selected value. Whatever you click on, LR will try to make it neutral, so you must be very careful about exactly where you click (try clicking on a bright red or solid green and see what happens!!)
For example, say you have a group of three people and one person is wearing a white t-shirt. If you click on what you think is a light grey area of that t-shirt (not a clipped white highlight), you may end up with an incorrect white balance if, for example, the person beside is wearing a red t-shirt - that red top might cast some red into the light grey of the t-shirt throwing off what you think is neutral grey. I know it may sound far fetched, but it applies to many things that we think may be neutral grey like tree bark ,made greenish due to light passing through leaves, and roadways that may be reflecting a small amount of blue from the sky.
The tried and true method for exact white balance is to shoot one frame with a grey card or, better yet, a white card that does not become clipped. then use the WB tool on what you know, for sure, is neutral - the card. If that's not handy, then make sure you are using the WB tool on something that you definitely want to be neutral in colour.
Lastly, if you are shooting nature and outdoor shots, perfectly exact colour balance isn't necessary and often, it's not favourable in dramatic lighting. I usually eye-ball it depending on the mood of the scene, the sun angle and what I am photographing. Certainly if my scene is largely green (a wall of bulrushes or a large area of lawn) then perhaps some WB is necessary (in the opposite colour direction) to compensate for a slightly incorrect value from the camera. More often than not, WB is not too big a factor except where clients expect an exact colour - in that case, use a grey/white card - or when shooting under difficult lighting (e.g. fluorescent or incandescent bulbs).
Of course, if you have two different light sources - incandescent bulbs in a room partially lit by light from a window - then you have a doubly difficult (near impossible) WB problem!