The staff at Kojima Productions changed his mind
Here's an interesting tidbit -- Gray Fox was supposed to be the hero of Platinum Games' upcoming Metal Gear Rising: Revengeance -- not Raiden. Kojima shares some thoughts on his latest work with IGN:
It was actually not my idea, it was my staff in Kojima Productions that insisted on Raiden, and I respected their idea. I wanted to really focus on production than development, and they wanted to come up with a really cool hack-and-slash title with some Katana action and Raiden in it, and I thought ‘okay, that’s fine, I respect that. But in my personal opinion, I wanted to go for Frank Jaegar or Gray Fox.
Hmm...so it seems the Gray Fox costume might be more of an homage to that idea than a fan-insisted inclusion. This story is interesting for many reasons, most notably because Kojima from time to time feels like a victim of his own success.
At one point, it stands to reason that he had total control over the franchise -- but now, the Metal Gear property is so big that it basically can't be contained.
But the Gray Fox issue isn't the only thing he talks about with IGN. Kojima also shares his thoughts on a number of things, including a comical exchange on Phantom Pain. Be sure and check it out if you're a fan.