User blog comment:FairyRaven/Fairy Tail Chapter 425: Sabertooth X792, Review and Commentary/@comment-76.121.234.236-20150324105814/@comment-7418318-20150326173526

It's a very natural thing to assume that Gray would be with Juvia or that Juvia would at least have information about him they could follow up, so them bypassing Wendy would still make sense in my opinion if they were after Gray.

Thanks to Gildarts and Makarov Natsu has learned that there are enemies he can't face on his own. With Fairy Tail at his back he has much better chances to kill Acnologia than on his own, so it would make sense for him to rebuild the guild even if he was out for solely revenge.

But I don't think he's on the pure revenge train. I think he wants to have a place to return to after he or rather they finished Acnologia.

And lastly, he had no reason to be with Gray even if he was only out for revenge. Gray wants to kill Zeref and E.N.D., while Natsu is after Acnologia. Both Gray and Natsu have seen first hand that Zeref and Acnologia aren't playing in the same team when Zeref complained about Acnologia disrupting his plans. While the previous paragraphs are just speculation and guesses, of this last bit I'm very sure.