The "gray marker placement and removal" is just a tool to help you remember which roles were selected on the previous turn... and therefore are not eligible for selection during the current turn.
The actual rule is contained in the two preceding sentences:
If a role is selected in a given turn, then it is not available for selection in the very next turn. Therefore, if a role is selected at every opportunity it will only be available every other turn.
Example: on turn 1, player A (black) selects "Urbanization" and player B (red) selects "Engineer". Therefore, on turn 2, neither of these roles may be selected by either player. So, when you place the red and black markers on the selected roles on turn 1, you also place a gray marker. At the beginning of the role selection phase on the next turn, you remove the colored markers, leaving the two gray markers in place. Neither of these two roles can be selected on turn 2. After the auction is over and two new roles have been selected, remove the gray markers from "Engineer" and "Urbanization". These roles will be available for selection on turn 3.