In mercury, you have both the coloured end marker, and it's the only theme to have the coloured strip.
I noticed that when I open the project, the folders loose their colours, but if I change themes, they return. Which is odd, as it's not a theme setting, its a project. So I tried several times, and changing the theme returns the colour.
When I set it to Mercury, closed and re-opened. It still looses the coloured end marker for the folder, but it keeps the strip colour for the folder. Changing to Tungsten, returns the folder end marker colour, and returning to Mercury, both end marker and strip colour work.
So it's not loosing the colour, it's just not applying it on opening.