TL;DR - Single click the file in chat to open. If you accidentally double click and end up with a blue/grey, click within the Search box at the top of the screen.
Was able to recreate this in both the Windows (1.6.00.4472) and Web versions of Teams.
Double click a document (Word/Excel/TXT/etc) attached to a chat. Press CTRL-A as if you were selecting all text/items. Screen turns Blue. Click anywhere within the window. Screen turns grey. Click Close on the document. The chat window continues to be grey. Click on the Search box at the top of screen. Colors will revert to normal.
Clicking within the Search box while the document is open also appears to correct the issue.
As stated, the work around is to SINGLE click the file to open it. It appears to have something to do with double clicking on the file name. Double clicking the file name also highlights the file name just before it is opened, which appears to be confusing the CTRL-A function.
Clicking inside the Search box appears to correct things with the document open or back at the chat.