Yes, you're right. I guess, literally, that the MIDI tracks aren't routed to a bus.
You could change them manually, I suppose. You can use quick grouping if there are several "going to the same bus".
I'm not sure about it, either. I guess it does differentiate the MIDI tracks from the actual audio tracks routed to busses. I quite like to see them as separate, and then hide them when I have finished editing them. Less clutter, and then it doesn't really matter what colour they are.