this is a normal behaviour, in fact this is a killer feature you won't have in other BI/Data visualization tools. Let me be more specific.
First, you select all the possible months within 2018, then when you make a selection in Performance month you see that some months turn gray. This is because they become "not possible" values. In other words, that combination of reporting months and performance months doesn't exist in your data model. It won't be noticeable for you, unless you make some selections to explore your data.
Also it is important to note that performance month field has two different grays, that is because dark gray means "not possible" values and light gray means "possible values but not included in your current selection".
Once you understand how the four colours work, you'll see the real power of qlik:
white (possible values after you make a selection in another field)
dark gray (not possible values within your current selection)
light gray (possible values in the data model, but no included in current selection)
green (current selection values)
hope this helps,
How does your data model look like? Could you share some pictures?