It's perhaps not desirable that colored track strips are only in Mercury, but it's not a bug. I've asked about it and apparently, it's not an easy change. If it was simple to do, Cakewalk would have done it.
I must say that some of the themes users are designing are very cool...I think that's a reasonable tradeoff for not being able to color track strips. I do hope colored track strips become available for non-Mercury themes, but it doesn't interfere with my music-making. FWIW using large track icons with solid colors makes it easier to parse tracks compared to the little colored strips.