I don't think the cookie code has been corrected. I tried all sorts of combinations and tabbing to different pages loses the previous setting. Not a big issue for the time being.
Try emptying your history and cache and cookies. I just checked again and it now carries the color throughout the site. All of the pages stay as whatever color I choose. I started doing this with flash sites I've done because the owners of the site could not agree on the color. Now they can make it whatever they want.