I think you are right to raise it with them.
From their point of view (or yours for that matter) if you have been home colouring, and running the colour through, there might be some colour build-up, and it can actually be hard to get the same depth of colour just doing the roots in one go.
To do so, if you complain, they might just go darker and you might end up feeling "blocky" and "morticia" if they do this.
However they should have covered the grey with that colour - they should have "got them all"...
If you don't want to get too dark and don't want too much build up and keep going very dark then perhaps you should get your colour done at the salon, get some highlights (perhaps just a t-section) - to break up the roots a bit, then try and match your roots when they come in, which might be a slightly lighter overall colour, keep doing the roots only (no build-up, and highlights will stop you being tempted to run the colour through - you will need to get a tinting brush) - and just get your hightlights done twice, maybe 3 times a year at the hairdresser to stop yourself looking blocky. So you can manage your base tone and grey coverage yourself, but get the hairdresser to keep you looking "expensive", which highlights do (if done well)...